It does not matter what floor you are on, the roach will get in. Not a welcome sight in any hotel. I remember a January on Sanibel Island long before moving to FL. Scared the crap out me. They are big enough to fight back if you don't kill them on the first swat!
If there was a sliding glass door, that is one way in. This property is not the newest. There could be little 'holes' anywhere.
I am sure the staff is still laughing at the 'silly tourist', but better to head to the Vinoy and feel comfortable then stay with the bugs.