It does seems odd to me that a dentist would confirm to you that you have a cavity but yet not what to give you a filling for it. Did you ask him why he feels you do not need to get it filled ?
As for the pain after eating sweet things. It may not mean you have another cavity, your teeth may be sensitive to the sugar. My teeth are like that too. I do not have any cavites but I can not eat some sweets if there is too much sugar. Some people are sensitive to hot and cold for me it is sugar. I started to use Colgate sensitive tooth paste. This worked for me it may for you too.
Think about maybe getting that second opinion for the cavity that you know you have.
Hope I have helped