I was taught - some 40 years ago, that you should keep your shoes right by the bed and with the room key in it. Why? Because of the risk of a hotel fire and the straightforward risk that bare feet face in fire scenarios. I vaguely feel that hotel fires are less prevalent, but that's evidence-free, but I'm certainly able to recall some horrific previous events. Having the room key in your shoes means that given it's likely to be a false alarm, you can get back to the room faster.