Your principles makes sense theoretically. But when you think about it, the whole concept of concessions would die. That's where the money is in every sport. We know they are ridiculously over-priced, but the profit margin for the facility and the firm managing the concessions is how they make money.
Movie Theaters, Ballparks, Race Tracks, Fairs, Carnivals, etc. all make their profit this way. If we are allowed to bring in our own food, what is the economic impact to that business owner?