They don't have "to go boxes" but if you were eating there and wanted to take your dessert with you on a plate I'm sure that would be allowed. As far as just stopping by to get just a dessert "to go", I've never heard anyone try it. Since it's a reservations restaurant I'd question quantities and availability for dining guests if this became a habit so they may say no but Couples is known to be accommodating.
As far as I know there is no "take out" desert orders from Feathers, Patois or Lemongrass. One time I ordered a cake for my hubby's birthday and they packed up the leftovers for me to share with some friends. However, I would caution anyone doing this. Food in the rooms will bring ants. Lots of them!
If you take food especially deserts back to your room I would highly recommend you eat it on your patio/balcony and then return the plates and utensils back to the restaurant immediatley.
I left a pepsi bottle in the bathroom one night while getting ready. It was almost empty but when we woke up in the morning, ants had marched all the way in from the door to the bottle which was on the bathroom counter. Luckily there was bug spray in the room. I sprayed all the entrances, windows, etc and never had the problem again. Just be careful.
Sadly, things like this have caused many to write horrible reviews on tripadvisor. Didnt ruin my trip at all. Couples didn't empty a bottle of ants in my room.