good question......since we had a sitter watching 3 kiddos, we didn't let her leave the room, so this wasn't an issue for us. We just ordered room service, left the sitter tip money for the delivery guy.
i would think the front desk could accomodate you with an extra key if you asked.
btw- we LOVEd Kids Nite out. We used them early in our trip so we could have an adult only dinner at Shula's. We left a 6yo, 3yo and 2yo in the capable hands of the sitter for almost 6 hours. The 6yo loved it so much, she asked if she could have a sitter again later in the trip. And, so, we did- we booked same day for a sitter (for a second time) for the night we did dinner at Le Cellier. We hadn't planned to do it, but we loved them so much, we did! Well worth it. Of course we couldn't use the kids club since we had a 2 and 3yo. I know their age limit is 4. I would highly recommend kids nite out to anyone.