Well, you certainly have a right to be upset.... privacy and security are very important.
I would personally send a note to the hotel manager. Indicate what happened. At a minimum, they need to "retrain" their staff.
Since nothing was taken, if I was in your position, I would not be asking for anything. But, I expect you will get something anyway.
Personally, this type of thing can happen at any property... I guess it was an accident and not intentional.