A few years ago a family friend was staying at a hotel while at a conference. One night while sleeping he was woke by a noise and as he opened his eyes he was thrown across the room hitting his neck on a side table. This knocked him out when he awoke the room was trashed and he could not move. He was eventually found by the maid hours later who called EMS. In the end it was found that he had fx. C4. Thankfully it did not perm. paralyze him but it did cause enough damage that he couldn't continue his profession.
He took the hotel to court for damage and even though there was an obvious robbery it took years to get the money do to no signs of forced entry.
Now that most hotels are going to electric locks things like this don't happen as much. But if you know how to bypass the electronics it is pretty easy to get in.
So yes buy a lock. The most important thing that you own is you!