If you have a sweet and treats table, it allows guests to pick and choose their treats they feel like, opposed to be forced to eat a pudding they might not feel like. Also after dinner some guests might be full and not feel like a sweet straight away, so by having a table filled with sweets and treats, guests can help themselves as they choose.
This is also a delightful idea for children, however, keep in mind you might have a few crazy sugar rushed children running around, so its best to keep the table semi supervised or create a treat table for children only and adults only.
From biscuits, to candy, donuts to platters – there is a long list of ideas, that you can discuss with either your catered, venue that provides this service and discuss options with your wedding planner if you would like to do this yourself. You can ask local companies to do snack sweet platters too which could result in more cost-effective options.