Although I'm late to the party, I'll answer the question. I'm American. I like melon pan. However if I'm at a Japanese bakery, I'll usually choose something more interesting (to me) like a danish-y kind of thing or cream-pan. I never thought melon-pan tasted melon-y. Just sugary.
It may be one of the "worst things" in Japan. By American standards it's practically a health food. Try comparing it to anything the Cheesecake Factory sells.