It's an artistic choice. Yes, dinner is served throughout the show, but there's a point to it. Here's an excerpt from The Guardian:
But as Beale raged, and us diners hung on his every word, slack-jawed, it became clear: we weren’t just occupying part of the set; we were the set. Network is about the TV audience’s appetite for the prurient, for the three-ring circus of manufactured news. And we on stage here at our tables are there to be that circus audience.