It's to emphasize the fact that it's currently happening right now, right ? I guess in english it would translate by adding a few liaison words, like "right now" or ""at the moment" or something like that ? Am I wrong ?
You can see "ved" in this situation like a "currently". I'm currently eating (right now).
In french we sometimes say "en train de [+ infinitive verb] .." (which could be translate by... "in the process of"...I guess)
I need further help. As far as I can see no one has explained the difference, if any, between "jeg er ved at spise" and "jeg sidder og spiser" yet. Both BillyJohns and inney asked two years ago. I think it is a valid question. Isn't it time someone answered?