While Zeph and Lilith both were offered complimentary rooms they chose to not make use of them other than to give one to Samyaza and Agrat bat Mahlat as the beds were not large enough for their needs. Perhaps three of them could fit comfortably on one of the beds in the two rooms, but they needed one big enough for four or five.
Otherwise, Zeph would have to choose who got the privilege of spending the night with him in the bed and who didn't, and that was something none of them wanted.
The temptation of an in-room private massage was not all that great of one for them as they had their own table and would much rather receive one from Zeph that would turn into an erotic one at the appropriate time.