We tend not to ask, just do. Like others have said, use the side entrance and stairs, if possible so as to not inconvenience people needing the elevator. Treat the hotel room like your house--make sure to put something between the bike and the wall so you don't leave a mark.

The way I look at it, my bike is no dirtier than most people's wheeled luggage. And, if I'm careful with it in the room, my bike is cleaner and less damaging on the room than some people's children.

That said, if I stay in a smaller hotel or a B&B I always ask. In that case we've used the garage or a locked conference room. But, big hotels? My bike stays with me.