If you think that's odd, have a look at Velveeta fudge (nope, that's not a typo). When made correctly and kept chilled, you'd never know it has Veleveeta in it. Does smell a bit odd while it's being made though.
I suppose it makes some sense; Mayo is basically just eggs and vinegar and oil, and I've seen all of those things in sweets recipes before.
See https://more.ctv.ca/food/recipes/blood-orange-and-olive-oil-... but if you like baking I really recommend buying the Dessert Person book by Claire Saffitz which this recipe is copied from.
likewise, you wouldn't otherwise know that there's tofu in it.