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?
A compound word consists of more than one stem.  Maybe chocolate isn't a stem?
You are great with words!
Sanskrit compound
One notable feature of the agglutinative nominal system of Classical Sanskrit is the very common use of nominal compounds ("samāsa"), which may be huge (10+ or even 30+ words) and are generative. Nominal compounds occur with various structures, but morphologically speaking they are essentially the same: each noun (or adjective) is in its (weak) stem form, with only the final element receiving case inflection.
Avyayībhāva.
The first member of this type of nominal compound is an
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