Only ever visited a WG in a hotel once, and it was a fairly local one to me. Chain company, and I called her for the booking, she told me the address (I knew what hotel it was before she even said, as it's the only one in the area) and she simply said "park at the far end of the carpark, and use the walkthrough to the rooms rather than go to reception. 2nd floor, room 25" (or whatever number it was)
Simple as that, just like visiting a block of flats. However, I've never visited a WG in a hotel where you HAVE to go through reception to get to the rooms, such as a Travel Lodge or Premier Inn, for example (as most of these you do have to use the main entrance)
I'm not fussed really either way. On the one hand, residences are nice and private, but on the other one might worry that locals might know the WG lives/works there and instantly knows why you're entering. Then with hotels, it's detatched, and subtle, but again one might worry about hotel staff being nosey or being asked where you're going by security etc.
I assume some WG's work out of hotels because they can't/don't want to work from home, and some work from hotels because they don't want punters knowing where they live (for safety - since there are some strange people out there), and some do it because they tour.