it also suggests an attitude toward food--a dietary continuum, if you follow--that is excessive in a parodic, ironic way, reactionary snaps to notions of good health and good taste. of course if you sit down and eat one of these, you won't die. putting these three already individually indulgent foods together suggests a degree of acclimation in food habits, i.e., a brownie by itself is no longer good enough, a chocolate chip cookie isn't good enough, an oreo isn't good enough (likely a result of overindulgence on these items individually), and only by upping the proverbial ante can that feeling of indulgence be acquired.
so yes, duh, eating one of these is not going to kill you or make you a fatass, but the general attitude toward food suggested by them is very not good.