This kind of thing (housekeeping missing my room somehow) happens to me probably once or twice a year. Yeah it's frustrating when it happens. And I nicely let the staff know about it, and most of the time they'll apologize but occasionally they'll make a lame excuse. I know it's happened at HGI where there's supposed to be a 100% satisfaction guarantee, but I've never heard them voluntarily offer me a refund for a mess-up, nor have I ever bothered to demand one.
Different people react differently to this stuff, so I'm not going to bash anybody else for reacting in any certain way. I just think it's not worth getting bent up about something like this. When stuff like this happens, you basically can't win. You're not getting the service you paid for, so you're losing there. But if you b*tch and moan to the hotel, then at the very least you come off looking like a demanding jerk in their mind and that's just not worth it to me.