Asking to pack the leftovers is a complement! It says, this was so delicious, I want to have it again. I've had chefs at small restaurants thank me with huge smiles when I asked for a box.

I do feel bad when I can't (or won't) finish, and don't ask for a box. Aiming to eat only half the meal, so you have a good amount to bring home can sometimes help avoid overconsumption, too.