Well if you hadn't been in your room, you wouldn't know if they'd called you?
It sounds like a pretty standard courtesy call to me - depending on the type of hotels you stay in they're not that uncommon. Had it been a woman, it could have been me checking whether there was anybody in the room opposite before I gave a punter the number, too

As for the wifi, do you really think that random front office staff are authorised to spy on guests in this way? Or even if they were and had literally nothing better to do, that the only people in the hotel looking at adult sites would be prostitutes? If you've been rumbled you've been rumbled, but the chances of it being anything to do with the wifi are infinitessimal and I'd be more likely to blame the punter.