It’s fine to say you’re not in the mood for sweets, or you’re too full, or you’d prefer something else or whatever. What’s healthy for kids is helping them develop and listen to their body’s signals about food: hunger, fullness, preferences, etc. One of my three kids doesn’t like sweets that much; while his siblings are devouring their cupcakes and asking for another, he takes a bite of his and says he doesn’t want the rest. (He’d ask for a second bag of chips, mind you). It’s fine.
Health-wise, I find it useful to pay more attention to added sugar in things like ketchup, bread, salad dressing - where someone wouldn’t expect it - for the sake of my kids’ health. Eating a lot of added sugar in things that aren’t thought of as “sweet” can be problematic.