Further research has taught me a few things.

1) Many older hotels (this one is nice and been remodeled recently) have access to the batteries from the outside of the door allowing what happened here to be possible.

2) Newer locks access the batteries from inside the room and do in fact default to "lock" rather than "unlock"....

As if I'm not picky enough... I can hear myself now making my next reservations:
"What kind of locks do you have? Are the batteries accessible from the exterior of the door?"

... Ya know they are going to wonder what kind of freak they have on their hands!