This question still pops into my head when I bite into a sausage roll with sweet and milky bread surrounding it. When I first moved to Japan it was an almost daily question – one that expanded in geographical reach when I went back to Thailand on holiday and suddenly remembered having the exact same reaction to almost exactly the same kind of bread when I lived there in the late 90s.
And it was in a book on Thai popular culture that I found the answer. The bread was brought to Asia by the Portuguese back in the late 16th century when they dominated the area. One reason for it then remaining popular was probably what I first thought was the reason, the general lack of a clear black and white distinction between savoury and sweet in Asian cultures (and one could argue a dislike of Western-style black and white distinctions more generally).
Older answer to this here.
Japan Explained FASAQ 
Jac said,
May 16, 2014 at 6:03 am
You could look at it from the other point of view- why should there be a distinction between savoury and sweet? Does it even make sense to law down rules as to what kinds of food ought to be savoury, or sweet?
Its not a matter of whether its black and white or not, I question why there should be a separation in the first place.
alexcase said,
May 25, 2014 at 7:06 am
Absolutely, in fact that criticism of the Western way of looking at things is inherent in the expression “black and white distinctions”
crella said,
May 25, 2014 at 11:34 am
I think contrast is important, perhaps. In the US, if you eat something sweet or spicy that is all it is, whereas Asian food tends to blend those flavors (Thai food, for example…sauce that is both sweet and hot). Hence spicy sausage in fairly sweet bread?
joe said,
September 14, 2016 at 3:45 am
I personally dont think its the lack of black and white distinction between the two. I just think that they like to use more sugar in cooking than we do in the west. In South east asia especially the savoury stuff is a little sweet and the sweet stuff VERY sweet.
alexcase said,
September 15, 2016 at 6:44 am
Another factor I didn’t realise when writing this is that sugar makes bread softer, and Asians have traditionally liked very soft bread.