A locked door is a locked door even on the holodeck. If someone needs to find Janeway they will comm her, not go looking physically through Fair Haven. I don't think the inn would have been the place though, too much likelihood one of the holograms would need Sullivan for some inn business and come calling upstairs, interrupting things. I don't think she would have had the holodeck to herself, the crew is there because they are all stressed out about something and if she put a Do Not Disturb sign on the holodeck door it would mean some would miss their play day because they would be back at work by the time she left.
And I'm sure she deleted the cache of her activities.. though there must be some privacy measures in place for people using the holodeck for sex.