Here's what a health inspector told me once:
Cockroaches, no matter their size, have a fairly limited range. They don't travel too far unless they get into a box or luggage (not to worry...they die if they are checked). In HIS opinion, as far as bugs go...they are pretty clean and don't have near the potential of spreading germs, etc. as other bugs, say flies.
His comment to me was....where do you usually see flies? In garbage, dead animals and manure...right. Yet, most of us (myself included) swat a fly and move on, but go crazy over cockroaches. As for all of us spider killers (okay so I make DH do it)....their main menu is other insects, too. Kill the spider...keep the mosquito...I'm so confused!
I don't want any bugs in my room, EVER, but I also understand that they exist in one form or another EVERYWHERE! Even your own home has creatures you can't see....think dust mite. If Disney, or any other hotel, refunded everyone's money everytime they found a bug....they'd go broke or we'd all be paying alot more than we are. The CM should have been more sympathetic or at least indicated he would make sure housekeeping or extermination knew about it.
Now, had your room been infested and you had found many of these creepy crawlys...that's a different issue. But one bug does not a dirty hotel or total refund make, especially in Florida.