This really depends. At most CS places, the kids get an applesauce or fruit as part of their meal. However, at a few, we opted for a regular order of fruit (which many CS places have) in place of dessert. For instance, the temporary location of Captain Cook's at the Polynesian gave us pineapple or grapes as a dessert if we wanted. But the kids also got applesauce with their meals there too. It's more of an option for you if you prefer for the kids to have fruit.
We also did it at Tusker House. I got in place of real dessert some cups of grapes. The kids had as their sides Mickey cheddar crackers and applesauce, and could have had chocolate cake as dessert but we opted for the grapes instead.
Really, we just got tired of so much dessert, and the CS dessert options are often (depending on the location) really prepackaged and mediocre.