Why do holes in my teeth hurt when sugar goes into them?

Bacteria: Once the decay passes through enamel, the dentinal tubules, which have passages to the nerve of the tooth, become exposed, resulting in a toothache. The pain may worsen with exposure to heat, cold, or sweet foods and drinks.

Acid: Sugar is food for the bacteria that live in those holes. The bacterial byproduct is acid which is what likely caused the holes to form in the first place as the calcium in your teeth is dissolved away. Once the holes get deep enough, nerves in the dental pulp on the interior of your teeth start to feel some pain. If you can see the holes yourself, they are likely representative of advanced decay.