At least four reasons. Americans are used to the system they have, it doesn't cause any meaningful economic problems domestically (complaints come almost exclusively from foreigners). Businesses specifically want to show you the price they're charging you, as apart from the taxes they're forced to collect; that also enables businesses to charge a bit more in the rounding schemes (eg sell a blu-ray for $5 headline price, charge tax after; if they had to build tax into it, they'd lose ~6% on the pricing to use the rounding promotion approach). The US has 50 states with different tax schemes, that's a nightmare for labeling goods.
For example, usually a bag of chips at Target or Walmart or a convenience store will say eg $3.99 printed on the bag. Some stores will slap their own dominant label on there, others choose not to.
Vendors often stock the shelves at stores, especially for certain categories of products, and store types. The chip delivery guy will stock the convenience store, Walmart, etc.
Chip production (eg Doritos) and delivery is limited to just a few factories, but they distribute to every state. For convenience, for decades, the companies have typically pre-stamped prices on chip bags.
So why not do it with hotels? Because no other segment of the economy tends to do it, and for the other reason mentioned: it cuts into price rounding advertising methods (or you have to raise prices to the next rounding).
If you want taxes built into the pricing on consumer goods, either they have to stop price labeling before delivery, or customize for every state. At this point, nobody really wants to change, because the system works fine as is. Ie it's good enough, but not perfect.