I have done it once, but a few of us were sitting down to eat and I had a sick child back in the room with me -- because of food allergies (can't do room service) they prepared mine and my daughter's meals to go.
Basically, as they said, Officially no. But in special circumstances like above, they will prepare a couple meals to go. We were staying DVC so had a fridge and microwave to save/reheat the meals.