Cockroaches can show up even in the nicest of places, but it is concerning that you saw baby cockroaches in the second room. This indicates a bigger problem.

I recently spent a week in Madagascar and woke up to find a cockroach on my knee. This was to be expected given the uremote location and I did not complain. In contrast, you should not find consecutive roaches in a $500-night hotel.

I would suggest requesting half off the night of the roaches. I think a free night is a bit too much to ask, but a refund of the resort fee is too little.