because "making walls thicker" is probably the most expensive way you can implement a blocking mechanism. Also whoever you lease your office building from may frown upon you going around making their walls all thick.
Incorrect. Jamming is denial of service by increasing the noise. Blocking is denial of service by decreasing the signal.
If the hotel puts a grounded Faraday cage around your room, that's blocking. If it transmits 1000 watts of static on the 2.4 GHz band, that's jamming. The former is legal, and the latter is not.
I can't imagine this would be illegal. Jamming signals may be hard to do legally, but keeping them out is probably impossible to forbid by law.