Are you asking about the history of frostings and fillings specifically, or about dessert more generally?

If the latter, this earlier answer of mine might interest you:

• What was the pre-Industrial Revolution junk food?

To draw out further a point I allude to in that answer:

The very late Middle Ages into the early modern era was Europe's first exposure to sugar--crystalline white sugarcane--in a bulk, culinary sense. Prior to that, sugar was another spice, "something rare and from far away" used as medicine more than in food. (And before you knock the Middle Ages for this, at the turn of the twentieth century the U.S. Army was experimenting with prescribing regular old candy to soldiers to help them function better).

But as Portugal colonized the Canary Islands and then Atlantic-world imperialism set in, sugar gradually become more available. And for a time, highly prestigious. From the menu description of a late 15th century wedding in Italy:

My Lord Costanzo firstly had ordered to be made numerous sugar castles with turrets, fanciful battlements, weapons, trees, flowers, animals, and other things all worked in gilded sugar with fine colours, as wide and as large as a man could carry. And apart from these castles, there were many antique vases full of ornamental golden streamers, as well as eagles, lions, and other animals made of sugar, all good to eat...[Eighty servants in Sforza livery] carried a basket about two-feet long and a hand span deep, gilded and filled with confectionery of all sorts, such as those made from three types of coriander, and from hazelnuts, almods, oranges, and cinnamon. Each basket also contained many large pieces of crystallized sugar and candied lemon prepared in the Sicilian manner.

And that's to say nothing about the pastry camel.

I think some clarification would be helpful here (because at least I am a bit confused, but that may just be me).

Are you asking if other historical periods had desserts like whipped cream, frosting, pudding, or a cake in terms of texture and flavour? Or if they had some sort of decadent dessert they also enjoyed?