I have two ideas on that:
1) It's "guilt free" because it's not bad for you - it's not high in fat or useless calories. Fish is often a choice for people with very health-conscious diets.
2) It's "guilt free" because relatively safe fishing methods are used. No dolphins or turtles were trapped in the nets and killed while harvesting the fish.
But... it could be neither of those and mean something else altogether!