Well... it IS true, "one cookie won't hurt you" but it also does nothing to HELP you, and it WILL NOT TASTE AS GOOD AS YOUR MIND IS TELLING YOU IT WILL.
It might not "hurt" you but YOU DO NOT WANT IT. You are CHOOSING to say no to it! Sorry cookie, maybe another day when i pre-plan you into my day. For today, I didn't plan for you, you didn't call ahead and make an appointment with my mouth, so you are STAYING ON THAT TRAY.