Children are naturally interested in sweets! You don't need to make them forbidden for that. And just you are allowed to eat sweets only one day of the week doesn't mean that they are allowed to unlimited amounts of it, and, in my experience, interested to overeat it.

Why would it foster an unhealthy relationship with food to learn that some things are unhealthy and eaten only at special occasions? An unhealthy relationship with food would rather be to think that you can eat sweets whenever you feel for it.