I would imagine that the high-end hotels would expect their guest not to steal from them. I mean if you have enough money to pay for a $200/night room then you have enough to buy your own robe. But at the same time I do see how if someone did pay that much, they would feel entitled to take something for free.

Basically, Hotels make plenty of money marking up mini-bar and room-service meals, high rates during big events. If you have the guts, then slip a robe/towel every now and then. Believe me, most of the time you've already paid for it.