I have also stayed at the same hotel and can verify that it's a strange place. The pressure for tips is very high. Every time I walked outside I was followed by at least one staff member who wanted to help me - but mostly, they wanted a tip. When I left at the end of the stay I had a similar experience as the OP - I was walking off with my bags (headed for a street taxi, not one at the hotel of course), and someone came running after me and asked that I return. I said I had already checked out and just kept walking.

Understand I was not intending to be rude - but after so many minor hassles, I really didn't want another one at the desk when I had checked out properly.

Otherwise, the hotel was OK. It's a good deal when staying with points.