As an employer, I sure would want to know that one of my employees is stealing and I would take action as a result.
I’d tell the hotel too, but I wouldn’t write a review based on this.
In my case, I did tell the hotel. Lots of people showed up (security, hotel management, etc). In the end, I just let it go. But I figure by telling the hotel, they will keep an eye out since it’s in their best interest to have honest employees.