We had a corner room and had to pin the drapes on the hotel room closed and call down for more blankets and even then one of my friends (there was three of us in the room) slept under blankets with my fake fur coat on top of her to stay warm. The heaters just couldn't keep up with all the windows and and double exposed outside walls.
Perhaps you were so cold because you are used to the insufferable heat of Arizona.
I lived in Scottsdale for 3 years, working at The Phoenician. It was like living in hell. And I just loved it when they told me "But, it's a dry heat".
I reminded them that my oven also produced a "dry heat" but I sure as hell wasn't going to live in it!!