Although I usually prefer silence or my own music choice, I understand the hotel's desire to improve the ambience in a hotel room by turning on some music. Opening the door into a silent room can feel a little lifeless or sterile. A little background music can make the place feel more personable, like in an upscale department store or even an elevator.
My real problem is that none of the housekeeping staff seem to have any idea the appropriate volume for what should be ambient music. The purpose of the radio is remove the silence, not demand your attention. You should be comfortable having a conversation with someone else in a normal volume without feeling like the music is impeding. Unfortunately usually the volume I encounter is somewhere between "overbearing" and "outdoor concert."
How many music-haters here would be fine with a smooth jazz/easy-listening station if it were turned up only a notch or two?