I'm somewhere in between here.

It is the hotel's responsibility to investigate and call out pest prevention anytime there is a bug (of any kind) reported. The should block out the room until the pest is irradicated. I do believe that all reports should be treated chemically where or not the dogs find bugs. Maintainance and pest prevention is a hotel's responsibility regardless of who causes the problem. That's a business cost.

It is our responsibility as guests to protect ourselves in the event that an infestation has been missed by the hotel. I disinfect everything I might touch when I check into a hotel room. I check the bed and under furniture and in visible cracks and crevases where bugs might hide. I pull the table I put my stuff on away from walls and other funiture. I transport my clothing in $10 Men's Warehouse vinyl hanging bags. If I were to encounter a situation I would just toss the bag in a dumpster away from home and wash my clothing in hot at a laundramat. Everytime I get home my clothes go immediately into the washer and I to the shower. So far I've not brought anything home. *Knocks wood*

This behavior is not reserved just for hotel rooms and travel. I follow the same immediately wash philosophy for any new items I bring into my home.