I just remind myself that cheat days don't have any sort of impact on my weight at the end of the day, and with that reminder, I ask myself "Do I still want to do the cheat day?" In general, I don't. Don't really know why, but I prefer to be 100% clean. I think that everyone is different and we can all do either cheat days or not do them, but I used to do cheat days because I thought that they were the "thing to do" and that otherwise I was depriving myself, when...after really thinking about it, I never feel all that deprived being on plan. I ask myself "what if I died tomorrow and never ate X again?" and hten I think well "X can be any food, including celery lol. Oh well. I won't do a lot of things I want to do if I die all of a sudden tomorrow."
I think that if cheat days do what they are supposed to do - make you feel not deprived, allow you to enjoy all the foods that you want to without guilt, helps you find the way to achieve and maintain your goals in the long run, they are great, but I don't think that they are a necessary.