Willie Sutton said he robbed banks because "that's where the money is". Were I to want to steal something from a hotel room, I would go to the safe first. Their security is pretty illusory, partly due to poor implementation (search the internet) and partly because the hotel obviously needs a way to unlock them if the guest checks out leaving them locked. Door security has historically been just as bad. All you are doing is putting off the opportunist, which can easily be done by not leaving your blingy Rolex (or whatever) out on the desk.