When neither player has broken the other's serve in the current set. The set is 'on serve.' This means the scoreline is something like 3-3, 4-4, or even 5-4 with the set still up for grabs. Being on serve means the set will likely go deep and possibly to a tiebreak. When one player breaks, the set is no longer on serve, and the pressure shifts entirely to the player who was broken.
"Still on serve at 4-4 in the third. Every service game matters now."