The difference between a lean steak and a nicely marbled steak in both taste and calories are significant. Not that lean meat is not palatable, but it might require some sauce due to dryness at most places (if you make it yourself, you can probably do better than most fast food restaurants) - and that extra sauce might bridge that calorie gap. Most places always overcook their meat, sadly, and lean meat isn't very palatable when overcooked; or it at least has less resistance to dryness than the fattier cuts.

But that's not so unusual. We know that people like a combination of salty fatty sweet stuff, and that food manufacturers engineer products to have the right proportion of sugar, salt, and fat, while being very eatable. That's how we go from roast chicken with gravy to deep fried chicken to deep fried popcorn chicken bites in batter with sugar sauces.

Actually, the human body is wired to experience pleasure when eating fats and sugars. This represents a useful adaptation in a species exposed to a potentially nutrient-poor environment, where identifying and consuming high calorie food sources is critical to survival.

So, yes, in fact more calories specifically makes food more palatable.