I agree with the other posters that perhaps on a prior visit you had been upgraded or given an amenity or gift in the room and they didn't want you accidently moved away.

Did you speak with the manager on duty? The front desk clerk is not going to override a Do Not Move message, but a manager should be able to see why the message was placed onto your reservation. I would have returned to the front desk and requested the duty manager and explained the poor condition of the room.

Onedog