You absolutely should have dessert because compliance with a diet is the true #1 indicator of weight loss. If you can't stick to a diet, you will rebound. To achieve this, look up If It Fits Your Macros.

Essentially, you can have dessert, but it eats into your daily caloric budget. That's why you see people go for meats and veggies, because they give you the best nutrient bang-for-the-buck, allowing you to eat the most volume of food for the least amount of calories.