From what I understand, most of the hotels are privately owned (I think the JWs are owned by Marriott). It is a business and they don't tell a hotel to waste money by keeping rooms open and staff available that they don't need). Most hotels do send housekeeping home after a certain time - keeping some for turn down, etc with managers doing some of the jobs thereafter.
They try to do the 4 pm. If they can't, they usually explain it. BUT, you often have to "go above" the lowly desk clerk to the manager on duty.