Sometimes, yes. it's good to treat yourself once in a while. You should have a well rounded breakfast a majority of the time, but if you crave something sweet like a cinnamon roll it's not bad to have it once in a while.
I feel like you should change your breakfest go-to food if it is sugary, mainly because it gives you a quick but short boost of energy, and leaves you tired for the rest of the morning
Of course! The meaning of "eating healthy" is not "just eat vegetables". You should have a balanced eating habit to be healthy and its totally okay to eat sugary or greasy foods. The point is not to eat them more than enough and you are the person who'll decide if it is enough or not.
Honestly, not really. Because sugary foods don't make you feel as full and you will probably need to eat again sooner than expected to compensate the hunger. I had that example yesterday, I went to have breakfast out and I ate a cake, I was hungry 1h later and had to compensate by eating more