Physical Danger
Some of these bags could weigh a ton (source).
You could throw out your back or dislocate an arm. Your feet will be sore from standing all day. Hamstrings, quads, calves, biceps, lats, abs—practically every muscle in your body—has the potential to be pulled.
Also, people might be transporting some dangerous things into their hotel rooms. What if there was a live tiger in that box you're lifting? Was that a growl you just heard? (source)