I depends on the type of breakfast. If all guests get breakfast, then it's assumed that it's OK to bring it to the room.
I have had hotel breakfast buffets where we paid separately (or it's a special room rate with breakfast) and taking it back to the room wasn't allowed. One could conceivably order for one, fill up, and then bring something back to a non paying guest. However, I've been to a place where all guests were allowed to partake, and nobody batted an eye if something was brought back to a room.