You comply with the posted signage, because who the fuck are you kidding? You'd love to tell yourself that you could have got this far on your own. And technically it's true. Sure it is, mechanically speaking. The hotel isn't even that far away. Most places in Midnight City are close by. Pretty walkable, as downtowns go.
At any time you could have peeled yourself up off your bar stool and oozed down the street to Problem Sleuth's modest office building, flashed some cash, and bam. You're back in business. You could have done that at any time, but you didn't.
Inertia is as deadly as a gunshot. Maybe even more so, seeing as how it doesn't make a sound when it goes off.
