Cheese cake is my favorite sweet! do you like sweets?
I love sweets, and cheesecake, but I do not like The Cheesecake Factory cheesecakes.  They aren't very good.
Why is cheesecake one word?
Well, baked or unbaked, I guess it is a compound word.
but chocolate cake is not chocolatecake right?
Compound (linguistics)
In linguistics, a compound is a lexeme (less precisely, a word or sign) that consists of more than one stem. Compounding, composition or nominal composition is the process of word formation that creates compound lexemes. That is, in familiar terms, compounding occurs when two or more words or signs are joined to make one longer word or sign. The meaning of the compound may be similar to or different from the meaning of its components in isolation. The component stems of a compound may
Cheesecake
Cheesecake is a sweet dessert consisting of one or more layers. The main, and thickest layer, consists of a mixture of soft, fresh cheese (typically cream cheese or ricotta), eggs, and sugar. If there is a bottom layer, it often consists of a crust or base made from crushed cookies (or digestive biscuits), graham crackers, pastry, or sometimes sponge cake. It may be baked or unbaked (usually refrigerated). 
Cheesecake is usually sweetened with sugar and may be flavored