It totally depends on the restaurant.

At some, if they are assembling the veal parm out of a veal cutlet they cover with sauce and cheese they put into an oven it should be no big deal at all.

At others where the veal parm probably comes as frozen hockey pucks preassembled and just tossed into the oven in a oven proof cardboard dish, well they probably have to scrape the sauce off it.

My guess is you were totally in the wrong kind of restaurant for any special requests.