You're not confused. You're right. That's my point. "UPF" is not a useful health labeling system. Whether or not something qualifies as a UPF doesn't tell you whether it's a healthy choice.
The most unhealthy food choices tend to be UPFs. But that's not a causal relationship.
I think the confusion is that you're loosening up the relation: food can be unhealthy without it being UPF. The relation is an implication, not an equivalence: UPF implies unhealthy. Unhealthy doesn't imply UPF.
So e.g. food with too many calories as in your example can be unhealthy because it can make you fat without it having to be a UPF.
Are you saying that you want a classification that flags up every kind of unhealthy food?