I think it's a stupid policy of hotels to deny walk-ins from checking in. But maybe the "upper tier" hotels don't want to operate in the same way as walking inot let's say a Howard Johnson's. (that ANYBODY can get in.)
This was one of the first tricks I learned in my education as a Frequent flyer.
When my friend Rick and I went to China, Rick was the kind of person who did everything "for the moment" (I.E: he told me not to bother making hotel reservations.)
So we end up lugging our bags through Beijing then Shanghai then Guanghou then Hong Kong for many blocks before we foudn an available room.
One place had one big bed so I said "OK, where's my bed." and the woman said you both sleep here. (I ended up at the Chinese version of Motel Six with a cat who went ina nd out of the window all night. Broken window.
We did get a nice hotel in Shanghai but after visiting eight hotels.
So my advice is CALL THE RESERVATION NUMBER FIRST, GET A RESERVATION AND THEN GO TO THE FRONT DESK WITH A CONFIRMATION NUMBER.
DON'T FORGET THE CONFIRMATION NUMBER.
AGAIN, DON'T FORGET THE CONFIRMATION NUMBER.