I don't believe it's a coincidence that some of our favorite foods, from pizza to burgers, tacos to cupcakes, are held in our hands as we eat them.
Generally, we pick up these foods with our hands and bite into them, which creates a greater connection between us and our food. Usually, there isn't an intermediary of metal, wood or plastic utensils which might interfere with our enjoyment of these foods. It's a psychological issue, and one which most people don't even think about except on an unconscious level. They understand they enjoy these foods and can describe in the detail many of the reasons for such, except they will rarely mention that part of the reason is that they can touch the food.
Eating with your hands can even lead to you licking your fingers, savoring the sauce, condiments, cheese, frosting, and other items that might accumulate on your skin. There is a certain intimacy involved in eating food with your hands, one which we appreciate though usually on a deeper level. Yes, you can enjoy food which you eat with a knife and fork, but there is something more satisfyingly primal with being able to use your hands.
What may make us think more closely about this issue is when we are confronted with a situation outside of the norm, when we are unable to eat a certain item with our hands that usually we should be able to do so. For example, this weekend I ate at a local Mexican restaurant, opting for some steak tacos in corn tortillas. Tacos should be finger food, whether a hard or soft taco. You shouldn't need to use a fork and knife to eat a taco, and if you do, there is a large disconnect, and ultimately the food won't seem as tasty.
The tortillas for these steak tacos were a fail in this regard. They had been cooked so much that they were limp, with a greasy texture, and made it near impossible to pick up and eat. I had to use a knife and fork to eat them and overall, it was unsatisfying. It was difficult to get the right ratio of ingredients on the fork, definitely very different from being able to hold the taco in your hand and bite into it.
The same would apply to a burger that is so filled with extra ingredients that you can't pick it up but rather need a knife and fork. You lose part of the essential aspect of the dish, the direct connection of flesh to food. I'm not sure all restaurants understand how certain foods should not require utensils to enjoy, that part of the allure is being able to hold them in your hands as you eat them. Do your own test at home. Try eating some of the foods with your hands and try some with utensils. And I bet, if you're being honest, you will notice a difference.
Let me touch my food!