Either Lam or a killer could have used this ladder to get to the roof without activating an alarm, if there really was one.
American Horror Story: The Cecil Hotel
Josh Dean

Whether or not the door to the roof on the 15th floor had an alarm at the time of Lam’s death remains a mystery. The hotel says yes, but it seems at least possible that this wasn’t actually true. I read numerous posts by people who claimed to have stayed or even lived there, and used the roof freely, with little interference from hotel security, to drink or smoke.