Some hotels, especially budget ones, solder the key to the key card that keeps the power turned on in the room. When you leave, you are sort of forced to take the key card with you or you will be locked out of the room when you return.

If you need your laptop to be left on while you run out to lunch, connect the electric cord to the same power socket that the fridge uses in the room. This power will not turn off even though the rest of the sockets shut off.

Obviously, this will disconnect your fridge, but earning the big bucks probably takes precedence over cold cokes. Cold beer on the other hand definitely still trumps your job so check what's in the fridge first.