I have noticed this as well with certain hotels, you are not alone. I think its the setup with each hotel in trying to block VPN/anonymizers 

@TylerM @dhjr56 

I can confirm this, that it’s the firewall at these specific locations that’s blocking the use of VPN/Anonymizers. My local international airport uses Fortigate and they block all commercial firewalls. Only option here is to use a personal OpenVPN type firewall on a different port.

Regards

John

Yep, many hotels block a good number of ports or in many cases block almost all and only a handful, I have seen hotels now blocking outgoing email ports to stop people from sending spam form a hotel room. This is not new, but the firewall rules are getting more strict every day. 
 

As John suggests, I set up n OpenVPN server on a small machine at my home in the DMZ using a few oddball ports not normally used for anything.. It has gotten around most hotel blocks. But it really hurts speed in many cases. I put it outside my main firewall for obvious reasons. 

Same here in the UK. Hotel networks have finally started to stop being so insecure with easy passwords and fully open networks. Good for them security wise, but does cause us guys that need more ports than just web browsing to be open to have issues.

Always best to use your cellular connectivity from a security standpoint anyway.