I returned to my room in a hotel I stayed at frequently while housekeeping were still in there. I chatted to the staff got an extra towel and more tea and only when they left realised I was in the room one floor below mine, that I'd stayed in the week before. Housekeeping don't know who the guests are if you walk into the room confidently they won't say anything at all.
Proper procedures are for all doors to always be closed, even while working in the room, and never to let anyone into a room without verifying their identity unless they have their own key.
Perhaps we can conclude that "proper procedures" aren't always followed. I'm shocked. (Not.)
I always see housekeeping working in the room with doors open. I don't think these procedures are anything but followed.
Use a stolen CC or use a stolen identity to open a new CC and use that. And if they did track you down but the mattress was already sold off, can they prove that you even stole it? You could easily just say someone must have slipped in after you checked out and stole it.
My instinct tells me that it's probably a former employee who understand the layout and lax security.