It really doesn't matter why someone would want this (perhaps they hadn't had lunch for instance and wanted something more substantial than the often quite poor afternoon tea). The fact is that "dine anytime" is the service offered. It is understandable that this might take a bit longer to deliver than afternoon tea but an outright refusal is outrageous.

I have also been known to have something from the bistro snack selection in place of breakfast (e.g. a panini). This typically provokes odd looks but is always accommodated.