It IS creepy when the people in the room next door are fighting and you have a connecting door or they have little kids who keep trying to OPEN the door between the rooms.
The Marriott in lovely downtown Rochester, MN has connecting rooms, too. We actually made use of the connector when I went to my nephew's wedding reception. But, boy, lots of unchaperoned kids who ran through each floor lots and lots of times.
i don't remember connectors at either Bellagio or Wynn.