As someone who makes a great key lime pie, I can assure you that it's not healthy if done right. The main ingredients in the filling are a lot of sweetened condensed milk (which is basically sugar with more sugar), egg yolks (which are fine), and key lime juice (healthy-ish, but also adds a lot of sugar). And the graham cracker crust is more sugar and fat.

Of course, all those unhealthy things are why it tastes so good. :-)