Here's why:
* "May" implies a polite request or wish. It's less direct than simply saying "Please bring me a cup of coffee."
* The structure is similar to a blessing. It's more common in phrases like "May you have a wonderful day."
More common and natural ways to say this:
* Could you bring me a cup of coffee? (More casual)
* Would you mind bringing me a cup of coffee? (More formal)
* Please bring me a cup of coffee. (Direct)
In conclusion: The sentence is grammatically correct, but it's not the most natural way to express the request in everyday conversation.