Milkshakes are finely crafted from a food reward perspective: sugar, emulsified fat, a pleasant cold sensation, and a nice mild flavor, with no chewing or fiber to slow down ingestion or digestion. People readily add a milkshake on top of a filling meal because it does not contribute to satiety in proportion to its calorie content.
The combination of emulsified fat and sugar is particularly rewarding: think chocolate and ice cream. Recently, I was in Palm Springs and I visited one of the oldest and most productive date farms in the country, Shields Date Garden. They're known for their delicious date milkshakes. When in Rome... I have to say, not having had a milkshake in years, it was incredibly good. The second the milkshake hit my tongue, the flavor was so intense I felt a strong desire to keep drinking, which is what I did until it was gone. The desire for another milkshake kept popping into my mind over the ensuing days, demonstrating the pull that these foods can have on our subconscious minds. It was definitely one of the most hyperpalatable/rewarding foods I've ever eaten.
Thanks to NickSS for the photo (via Wikipedia)