The rules of bringing in outside food

There's a spectrum, from bringing your McNuggets to Le Cirque to carrying a can of soda while purchasing a slice of pizza at a second location. I generally think I have a pretty good sense of where to draw the line. But today, a friend and I brought sandwiches from a deli into a bakery next door where we both got beverages. The two establishments are under the same ownership. As we neared the end of our sandwich-consuming adventure and began contemplating the pastry selection, my friend and I were confronted by a man working at the bakery who told us that, for future reference, we shouldn't bring outside food into the bakery. He directed our attention to a sign that somewhat supported his ruling. Now, as we were neither losing any money for the bakery nor making a mess, what, exactly, had we done wrong?

Bakeries with extensive rules insult customers, suggesting that, if not instructed, patrons would bring in medieval-style banquets complete with whole roasted boars, or whatever the animals are they eat in "Blackadder," to dainty tea salons.