In regards to the general question, our brains are wired to like fats; they are compact sources of energy. However, too much fat in a given dish can feel unpleasant in the mouth, and acid washes that away (in terms of perception, the same way that adding sugars changes the perception of how acidic something is). I believe (by which I mean this is what I think, with no evidentiary basis whatsoever) this is a learned response, but I could very well be wrong.
The pairing of acids with fish, however, does have a scientific basis. According to the bible:
"Acid conditions cause heavy-smelling aldehydes, which accentuate the fishiness of TMA, to react with water molecules and become nonvolatile, so that lighter alcohols dominate the aroma."
(2004 edition, p. 238, hardcover)