No longer do you have to get 75 lockpick to obtain this sweet weapon. It doesn't seem unreasonable that you should receive this weapon when you kill all the convicts inside.

The key can be found in a suitcase in the upper floors of the hotel, not the ground floor. There are multiple suitcases but it shouldn't be too hard to find, I named it "Lucky Suitcase". This mod is compatible with saved games but is most likely gonna cause conflicts with other mods which modify the Bison Steve interior.

Disclaimer: The Lucky Key does not raise your Luck stat.