Building code requiring rooms to have internal windows?
In the cases where I've run I to something like this, the hotel originally had open walkways around the rooms -- allowing more light in, and probably cheaper to build -- which were later closed off with an outside wall to provide a sheltered approach to the rooms and to reduce energy needed to heat or cool the rooms. The windows were left in place because there was no pressing reason to pay the cost of redoing that wall.

I can't vouch for that having been true in this case, not having seen it and not knowing the building's history, but it seems more likely than a local code weirdity.

Remember, most hotel staff turns over fairly rapidly, up to and including managers. Odds of anyone actually remembering the reasons for anything done a decade ago are low... but odds of their admitting they don't know aren't much better.