As far as I've read, we still haven't heard the full story from the OP. The key question here is was the bar lock / chain lock / deadbolt set? In simple terms:
If the OP didn't take advantage of all the locks, it should be personal responsiblity and asking the hotel for compensation is just out of bounds.
If the OP did take advantage of all the locking mechanisms and something failed, then go ahead and demand compensation (although personally, I think it's a petty issue to do so).
So how about it AndrewTravels, can we get the full story?