If the TPLINK has a Stateful Firewall, you're hidden and protected from unsolicited traffic from hosts on the hotel's LAN. Problem is this is likely to introduce a double NAT situation where some connectivity could potentially be broken.
If you're worried about your traffic being sniffed -- eg. passwords to mail, banking, etc. -- then obviously the TP LINK will not do anything on that score. You need a device capable of forming an encrypted tunnel back to a trusted destination for this -- like a DDWRT et al device and a VPN service.