Im sort of with the hotel on this one. It seems they indeed had umbellas avaialble for the taking (loaning) but must have ran out by the time the OP got there. Whats a hotel to do have 1000 available since a party of 3 may be staying in 1 room and each wants their own. Then people walk off with them or come back w/o it saying the wind killed it etc etc
Now since the hotel knows they will lose x amount due to walk-offs and being damaged , Id think that they would somehow allow a person staying at a high $$ rate to get one. Question is, is the umbella from the mini bar the same as those they lent out for free, if not then the guest should be told to get one from the FD or wherever, if its the same one then they should be told to use it but when you return make sure its noted by the person its returned to