Maybe it's in their Contract?

From PopBitch:
Jessica and Ashlee Simpson stayed at the Hilton hotel in Sydney on their recent MTV-funded trip. The hotel has one of the city's best restaurants, the Glass Brasserie, run by one of Australia's top chefs, Luke Mangan. The sisters went for dinner there one night, but wouldn't eat anything on the delicious menu (steaks, oysters, baby barramundi, chocolate tart etc). So what are two spoiled, hungry celebrities to do? Well, you sit in the restaurant in silence, surrounded by four enormous bodyguards, and order in from Pizza Hut - a large pepperoni and double cheese.

I'm a picky eater even when I'm not watching my fat grams but I think I could manage to find something I could eat on the menu at the Glass Brasserie. They have steak, they surely have a side salad if calories are the issue (but with the selection of a Pepperoni/Double Cheese, I don't think so), and the kitchen would have surely preferred leaving icky stuff (mushrooms, etc.) off a diner's plate to having someone order in from Pizza Hut.

That's just tacky and rude and if you want take out pizza, eat it in your room.