Assholes ruin it for everyone. Hotels get sick of picking up cigarette butts that inconsiderate morons flick off the edge of the balcony.
I bring a pipe and a couple decent smelling tobaccos (which I usually don't even smoke) but if I do get a pipe moment, nobody cares about the insignificant amount of ash left over from a bowl. In the event there's more than ash left over I can flush that down the toilet. I wouldn't ever smoke in the room. I don't smoke in my own house either. But I'll burn a bowl in the evening out on a balcony if there is one.