I'm pretty sure taxing by calorie density would make things better. There's no cost in doing that, it would just shift people to eat less calorie dense food like fruits, vegetables and leafy greens.

The main problem is that the current laws, taxes and infrastructure are heavily optimized to produce calorie dense foods. Another is that people like some of those foods on a regular basis in their diet, so they might complain.

I would say this would cost more in political points than in real money.