I'm not in any hotel loyalty programs because unlike air travel, I don't have much control over the hotel booking.
I travel on business as a group, with a racing team, and I can never predict where we'll stay... one trip, a Hampton Inn, the next a local place not part of any chain, the next an AmeriHost, the week after that a Best Western.
Conversely, I can nearly always cajole our travel booker into putting me on the airline of my choice.