Some states have food/beverage laws that prohibit one company from bringing food into another company's place a business (it creates license and liability issues). In general, most hotels will look the other way for people that bring in their own food.

IMO, there is nothing wrong with ordering the pizza. The pizza company should know if there is an issue bringing into any particular hotel. If nothing else, have the pizza guy deliver it to the front door. You only have to run down to the lobby. Easy breezy.