Why would a dog bring their food onto my bed to eat it?

When my dog behaves well or does a trick, we give him a treat and he always brings it onto my bed to eat it. I was wondering if anyone could tell me why? We have kinda a studio-ish style arrangement and my bedroom is kinda a part of the living room, but there is a bed in the living room as well. He won't jump on the bed out there, but he will bring his treats in here to eat. I was just wondering why he would do it, and if there's some psychological reason for it.