Spaw: I'm with you - to me it is downright rude to take food from one place and eat it at another. My take is that I am a guest in the place I eat, just as I am a guest in your home if I were there for a meal. I would never embarrass you by bringing in lunch from somewhere else if I had been invited to eat with you!
One other thing is that I perceive it as a slap-in-the-face of the people at the place I bring the food into - and I personally don't like to treat people that way.
That is only my view YMMV, and I hold no beliefs that my way is the only way.