Agreed with the YMMV, in moderation, or it depends sentiments.

I've brought a glass of beer/wine back to my room at the end of happy hour, but I've usually asked first. Some lounge attendants have said, "we're not supposed to let you, but it's ok just this time." Otherwise, it's been a non-issue at most properties, especially at those with honor bars where you have to pay. When taking 1-2 waters/sodas, I've never bothered asking, and I've never had a problem. YMMV.

This thread reminds of similar threads in the airline forums, where there are posts of people who grab heaps of stuff and pack them into zip top bags or backpacks. That's tacky. But I think it's ok to take just enough for a flight - whole fruit, bagel, and coffee or snack mix, cookie, and a soda can, and I've never seen anyone stopped, even with the signage AND pax openly holding said items. I feel that the same standards apply at hotel lounges.

As for ES, HWS, and Hamptons, IME they encourage you to bring stuff back to your room, since many of their breakfast areas have limited space. And, as others have said upthread, if the lounge is completely full, I think it's perfectly fine to bring breakfast back to the room. JMHO.