If she is staying at hotels like the Ritz, then I don't see anything wrong with what she is doing--more with her talking about it.
It's still illegal to steal, regardless of whether it's a big faceless corporation or a tiny bed and breakfast. Also it doesn't matter if she leaves something behind, it's still theft of the Ritz's property.
The only way this even makes sense for her to do it is if she requests the Ritz to provide brand new pillows for her stay, then takes one of them. Still ought to be charged for it and I imagine what the Ritz would charge is much higher than buying your own darn pillows.
As for the Red Roof Inn card, I've seen similar cards at hotels but they say that the sheets etc aren't changed between nights of stay for the same guest unless by request. To not do it between guests probably violates health code regulations.
That said, I know for a fact that a Holiday Inn I once stayed at did not change out the sheets between my stay and the next because after 4 hours of disrupted sleep, I finally demanded to change rooms at 1 am to get away from a raucous party in the adjacent room (hotel security couldn't or wouldn't shut down the party). In the morning I realized I had left behind my personal travel pillow (in a pink flannel case to distinguish it from the hotel's stuff), so I went back to that room. The hotel maid went to open the room for me and we woke up the couple who had apparently checked in after me. And were sleeping on my old sheets and personal pillow!