Why are marshmallows so yummy like a bunny dipped in honey?

While marshmallows lack the mammalian bone structure of bunnies, they are nonetheless soft like bunnies. However, we are fortunate that marshmallows, unlike bunnies, do not bite back when eaten, nor leave fur behind in the mouth after swallowed. But to answer your question, mainly it is that outer softness, probably provided by dredging in corn starch before packaging so they do not stick together (marshmallows, not bunnies). "Peeps" candies eaten at Easter time are a nice way to mingle the two concepts. Personally, I am glad they have not gone further and invented marshmallows with bones.