I think part of their love for fish is a trained response. A lot of cat food is made from chicken or fish for practical reasons, because there is a large supply of very cheap fish and chicken scrap available as a byproducts of human food processing. So chicken and fish are what gets used.
I had a job making pet food flavors that were either sprayed on the outside of dry food or added into the canned food. We had a kennel of very well cared for cats and dogs that had been rescued from the pound. Each day the tech would feed a measured amount of two foods into bowls and feed the animals, measuring the amount left over in each bowl. These tests were ran over a month or so to determine which flavors and smells were prefered. This sort of thing is pretty big business.
Something to be aware of when you are buying lobster, shrimp or other exotic sounding food that you may think you are pampering your cat with, is that often there is very little of that particular species in the can. They are usually all the same kind of fish with color and a very small amount of exotic species added.
A dried flavor has been made from, say lobster, containing some actual lobster and mostly a flour type carrier, and then a very, very, small amount of that flavor has been added to the can of feed in order to make what is called a ‘label claim’. You aren’t getting what you think you are getting in your little can of Fancy Beast. The actual flavors and smells that attract your cat to eat the food have nothing to do with the lobster or whatever the label claim is.
Other apperance modifications have been made to please the person who opens the can.