Philosophers have long been wont to talk of these pleasures as the “higher,” or “nobler” pleasures. These terms have unfortunately come to take on the baggage of stuffy, pretentious, elitism. It would, I think, be more accurate today to speak of these as greater pleasures: that is they provide more avenues and possibilities for sustainable pleasure than can be found in the realms of sexuality or in other forms of purely sensual delight.
Greek philosophy acknowledged this. Socrates, in both the Symposium and the Phaedras, refers to an experience of the Beautiful which serves as a foundation for the love and pursuit and wisdom. This experience is so profound, and fills the soul with such joy, that anything else pales in comparison. Socrates, and others before and since, discovered that they could increase their access to these sublime pleasures by channeling the force of erotic desire, avoiding sexual fulfillment in order to fly up into the realms of heavenly contemplation. Eros, in this scheme, is not abandoned or repressed, but rather harnessed and sublimated for the sake of that greater pleasure.
The question is, why, if the pleasures of Truth, Goodness and Beauty are greater than the pleasures of sex, food and wine, do people so consistently opt for the latter? There are several reasons. The first is that the initial experience of the sublime – that experience which Christianity tends to refer to as “conversion” or “mystical experience” -- can come at any point in a human life. For some it seems to come later rather than sooner, and these people naturally find it difficult to appreciate that spiritual pleasures really could outshine worldly ones “as daylight doth a lamp.” The second is that the so-called “base” pleasures are easier to access. A chocolate eclair is pretty much plug and play: you stick it in your mouth, and you have instant pleasure. There's no delicate and sophisticated interior balance that must be struck, no training of the faculties, no slow expansion of the heart or arduous practice of virtue necessary to prepare to receive it. A third is that the pleasures of Beauty, Truth and Goodness are voluntary. Those who do not practice them will suffer, certainly, from various forms of spiritual malaise: depression, boredom, cynicism, anxiety, and a sense of meaninglessness. None the less, these forms of uneasiness don't immediately and obviously translate into a “hunger and thirst for righteousness” in the same way that sexual frustration translates into sexual desire and that nicotine addiction translates into tobacco cravings. The suffering that comes with the suppression of physical desires is more violent and more immediately recognizable than the suffering that comes from spiritual starvation, and so people are generally quicker to satisfy their physical cravings.
Finally, and this deserves a paragraph all its own, there is the problem of Jansenism. There is a tendency amongst those who have experienced the pleasures of the sublime to become proud of these pleasures. A rather silly form of Puritanism quickly comes to infect the soul, and the genuine, ecstatic and ultimately humbling pleasures of being in the presence of the Beautiful and the True is slowly replaced by the much uglier pleasure of feeling that you are better than other people because you have such rarefied tastes. This pleasurable pride, in its extreme, pretends to eschew pleasure altogether: it starts to make absurd claims about indifference, apathy and disinterestedness and lays claim to an inhuman and disembodied altruism from which it derives the terrible pleasure of diabolical self-congratulation. This tendency, which can be found in Socrates' disdain of sex as “that which the multitudes account blissful,” and which also too often infects Christian piety, is the very spiritual poison which causes the righteous to rank below the prostitutes and tax collectors in the queue for heavenly bliss. Such self-righteous pleasure is so evidently unappealing and manifestly disedifying that it often serves to alienate and repel people from the pursuit of spiritual joy.
* Socrates is sometimes a little sour-grapesy about sexual pleasure. He doesn't seem to have gotten much out of his marriage, and frankly I wouldn't be surprised if he was one of those gay men who is capable of paying the marriage debt but not capable of deriving much pleasure from the performance. As to his legendary ability to withstand homoerotic temptations, he's a bit of a show-off in a way that really impressed people like Plato, but you'll notice that most of the guests at the Symposium laugh and then traipse off after Alcibiades rather than lingering to listen to Socrates pontificate.