I find this to be highly dependent on the properties.

Outside of Hyatt Places and Houses (which are the low end of Hyatt) the only Hyatt that I've stayed in where the bedding felt bad was the HR Tokyo. I couldn't tell if it was the quality of the bedding or if they were just using a lot of starch or something.

Having said that, I don't know what the OP means by "rough". Personally I do not like sateen sheets. I much prefer a percale weave. Percale will not feel as smooth as sateen though (I find a sateen weave to be too smooth -- almost slippery -- which I find uncomfortable). New percale sheets (even very high quality ones) may feel a bit "coarse" or "rough". This goes away with a few washings, and they get a nice soft, but not slippery, feel. Sateen is soft from day 1. As a side note, a percale weave is gives you a lighter and more breathable sheet than a sateen weave, which is another reason I prefer it.