Depends on the session. Also on the hotel.

Interestingly, a lot of the subs who see me in hotels have privacy concerns about dungeons. I think they're being a bit silly, personally -- the dungeon is obviously much more anonymous in a number of ways, and usually has better soundproofing to boot.

Every incidence of nosy hotel staff I've ever heard of involved a Mistress doing multiple sessions out of her own hotel room. I've never had any issue at all visiting a client's hotel room. Can't say it never happens, but it has not happened to me personally and I've played in a lot of hotels over the years.

Other important factors are how much equipment you need and what vibe you want. Some people like the scary dungeon. Some people find it feels fake and prefer a more "every day" setting.

I've kicked balls in a whole bunch of hotel rooms and as long as the guy's not a big yeller it's not an issue. (And to be fair, a big yeller would be in issue in many dungeon spaces I've used as well.)