Even after 9/11, I didn’t have goons busting into my N.Y. hotel rooms just in case I had lockpicks in my luggage.
If these people are a security threat, call the real cops. The only time I’ve seen this sort of behavior is in circumstances when rent-a-cops are given police/peace officer status.
Most big hotels provide a vault or will hold luggage locked in a secure area as well. They won't open it for insurance/liability purposes and do not require access to the contents. A person could trivially store contraband in the hotel's direct custody and not throw a red flag by keeping the cleaning lady out.
This is just security bozos throwing their weight around.