If you feel the need to call the cops because of interactions with hotel security, the hotel has fucked up in a major way. The hotel should be taking reasonable steps to make their guests feel safe, and having security guards provide verification of their identity when requested is something that they absolutely need to be doing.
It's not the you necesarily think you're facing an invasion, but if someone knocks on my door claiming to be hotel security, I'd much prefer to be able to verify them before opening the door. There are lots of options between "open the door to someone unknown" and "call the police".