Another possibility is that OP had a connecting room and the doors between the rooms weren't properly secured. So someone could enter and leave OP's room through the connecting door. The next door neighbor might have set the security device as a joke or to retaliate against noise from the OP's room.

When I'm given a suite that has a connecting lockoff type bedroom, I typically set all the security devices on the bedroom door and use the living room as my entrance, but this might upset housekeepers who expect to enter through the bedroom as sometimes it's sold as just an ordinary room.