I dislike it, and certainly the hotels (EMEA) I am staying in don't like it (with said signs asking patrons from refraining to take drink or food to their rooms).
I sometimes ask whether it would be OK for me to take a bottle of water with me into my room (if supplies there have vanished), and never had a problem with a lounge host for doing so when asked.
There are some European lounges where the hosts would actively chase customers taking stuff from the lounge through the doors.