...the thought of eating a bacon cheesburger on a krispy kreme bun makes me uncomfortable. It's not that it's "excessive" -- you can as much damage to yourself with a good Eggs Benedict or Corned Beef Hash with pancakes on the side (and I do!) -- but that it's bad food design.
Krispy Kreme donuts are, honestly, pretty greasy already, plus you've got the sugar glaze; the virtue of the traditional hamburger design is the bun's ability to serve as a neat, juice-absorbent platform for the fillings. Krispy Kremes barely stand up to a light dunking, much less the manhandling involved in corralling a burger with trimmings.
(In the grand "Dunkin' Donuts v. Krispy Kreme" debate, I am a fence-sitter, entirely comfortable with plain Krispy Kremes and the honey-glazed chocolate Dunkin' Donut as coequal favorites which fill different needs)
I've got nothing against experiments, of course, but this falls more in the category of performance art than cuisine: its "in your face" absurdity is intended to be shocking, rather than good. (Of course, this is a minor-league baseball team we're talking about here: attention-getting stunts are par for the course) In this case, I think something more like a Portuguese sweetbread or even -- being Illinois -- perhaps a hearty raisin bread? That might be interesting.... and excessive, of course.