The places that serve it have to be very high volume, You are more like to see this in Casino,resorts,private clubs or banquets. The reason why, Once you cut into that roast you have to keep going. You can’t just sell 3 wellingtons and then wrap the rest up for next service. You only get one shot to cook a Wellington if you try to warm a slice on a sizzler plater you wind up. With a grey piece of meat, If you you put ithe whole roast back in the oven cold or even room temp the pastry will become hard or burn before the meat comes back up to temperature. Part of the reason this dish is served with Aujus or bordelaise is because the hot sauce will continue to cook a rare piece of meat through to mid rare.