Because this dessert, according to the authentic practice, contains alcohol and a lot of sugar, which can lift the spirits and make people feel better, I guess.
There is also a more romantic saying "take me with you" (take love on the road)
Legend has it that during the war an officer came home suddenly to visit, his wife did not have to prepare food, so he had to put everything he could get out of the house to make such a meal, sweet and creamy Mascarpone cream, dipped in sugar. Mascarpone cream, soaked in red wine fluffed into a cake-like finger cake, layer by layer yard up, and then sprinkled with coffee powder, so rumor has it that this allows people to feel sweet, slightly drunk, bitter but delicious feeling, is the taste of love.