A friend of mine said he was turned away from Villa d'Este when he went for a drink. Guard at a gate with a list. When I was recently at Mayakoba (Rosewood) it seemed like you couldn't get into the complex (Fairmont, Andaz, Banyan Tree) at the gate off the road unless you had a reservation. Took them about 10 minutes as they couldn't find my name initially
It seems like there are two reasons to prohibit non guests: Privacy for guests and security concerns. I didn't think the Mayakoba golf course was limited to guests, so perhaps you just need to have reservation in advance.