It is not very common in the States, I'll tell you that.
I have travelled a lot, and I will say that it is bad practice not to in Europe and Mexico. Kind of like we tip at restaurants and hair salons, they tip other services like cab rides and room service. In Mexico, they even left little envelopes labeled "Punta" in the rooms. In the States the maids (that I know of) don't expect a tip, but always appreciate it.
You make a great point - we can flag our own cabs (if we can elbow past the doorman trying to get a tip), and I don't mind taking my own bags to the room, especially on wheels. But I'm not about to clean the bathroom or change the sheets.
I usually leave my tip at the end of a stay, but it occurs to me there might be different people on duty each day. Gotta rethink that.
You are kidding! That's pretty nervy! Years ago, I had a bellhop chase me down after I'd already tipped him and badger me in front of others (intimidating me to give him another tip) - I 'reminded' him I'd tipped him already and he shut up and left me alone.
Many people like to leave their bedroom doors open at night. In the event of a fire, this could prove deadly. By keeping the door closed you will buy some time from heat, fire and smoke. If your excuse is small...