I'm going to take a guess here that the hotel is using NAT which usually breaks VPNs. I doubt very much that the hotel chain has a large enough block of IP addresses to provide one to every user.

That being said, the manager is incompetant. To dismiss the option with that excuse suggests that either she doesn't have the faintest clue what she is talking about, or that the hotel has a real security problem begin with. The guests network should on a DMZ, and not combined with the hotel's systems network.

What bugs me is when ssh access is disabled. I stayed at a hotel in Singapore that did this. (Of course this same hotel sold their net access by the day and used windows domain logons and their own web proxy to lock it down to those who had paid. It only worked because most people wouldn't try bypassing the proxy)