Usually, when you are in a hotel room, noises in other rooms intrude your privacy. Whether you are in a budget hotel (like DiCaprio was in The Beach, where the rooms have openings on top) or a 5 star hotels, unless it is the penthouse at the Plaza, there are rarely hotel rooms which can shelter you totally from the outside world. If you are having adulterous affairs or even legal consensual sex with your partner, I think you should know that the other room usually can hear you loud and clear.
I had a few occasion being woken up in the middle of the night, hearing the occupants of the other room returning from late night excursions, either drunk or sober, making noises and then those who checked-in alone but in the middle of the night are visited by a partner which comes out of nowhere (not of those supernatural one) and then started to make noises inside their rooms.
Some did rent rooms just in order to make noise and these are usually those who have some wild parties and are willing to take the risk of being penalise by the hotels or authorities. Hmmm, I think I also have a distinct rememberance of such events along the road when I was in college.
My advice is, if you are 'doing it', do try to keep it down but, hey, where else can you scream as if you are on a rollercoaster if not a hotel room. At least the nighbours are not your real neighbours. And if you are really one those who have those parties, maybe you should just extend the invitation to your neighbouring rooms.
Isn't the saying goes, the more the merrier?