Hi, so... In America, we are more relaxed about eating on the go or in random places that are simply *convenient* and *comfortable*. (For example, when I buy food from trucks, I eat them while walking. Haha, my bf thinks it's rude, but I love food and I don't see a reason to place unnecessary rules on my hunger.)
Anyway, the bedroom is a very intimate place. It is also where women ponder, does my man really love me? or I wonder how he feels about me. They think a lot about the status of their relationship in bed. So, showing a gift of love in the most intimate place you have is very touching! It's like...giving a gift in a temple, ahaha. It's sacred. It's a room of love, and bringing breakfast is kind of like bringing flowers when your house needs more signs of affection.
Secondly, back to the comfort thing... Not only is it comfortable, but people don't think they'll make a mess.
Combining both comfort and need for intimate love, breakfast in bed shows your spouse that you're willing to take care of them and that they deserve to rest because being so awesome is a lot of effort and work =)