It is perfectly fine to take buffet foods, pizza, sandwiches etc to your cabin to enjoy. Sometimes you might just want to relax and watch a movie, read a book or relax on your balcony and have a quiet meal. Hey you are on vacation (almost) anything goes as long as you are not infringing on someone else's vacation.
I know that on one cruise my niece's son became sick after ordering his meal in the dining room, and her husband took him to the cabin. My niece requested that their dinners be set up for her to take back to the cabin and the waiter refused, saying it was against their policy. He told her she would have to go the to buffet or use room service. I guess it depends on the cruise line, ship and the waiter.