The one time I got pushback on this was when I wanted to leave a bag at the Sheraton in the AMS airport. There are no longer any luggage storage options at the airport, and we wanted to leave our carry-on during a full day stopover.
At first the bellhop resisted when he realized we didn't have a reservation. I can understand this - the hotel is uniquely situation such that many people would want to take advantage. Playing the Plat card and a reasonable tip convinced him to accommodate me.