We have a complicated relationship with fat, or more precisely, with fats.
We fear they'll make us plump, which indeed is a consequence of regular overindulgence.
We fear they'll clog our hearts, which, see above.
But boy, do we complain if a pie crust tastes like cardboard, if a cake is dry, if biscuits could double as hockey pucks. We want flakiness and flavor and tenderness, all of which come from including oil, butter, shortening or lard in our baked goods.
The prudent choice is to indulge rarely, but well, which means making sure we're using the right fats in the right proportions when we bake.
Here's a primer about the basic fats (and a great recipe).
Butter: This is the queen of fats, not so much because of its ability to make a flaky pastry, but because it adds so much flavor and richness.
Grocery coolers are stocked with sweet cream butter, but that doesn't mean it's been sweetened, only that it's made from pure cream. The term differentiates it from cultured butter, which is made from sour cream.