What did Jon Hamm's character mean when he referenced Darlene's bedrolls?

What did Laramie Seymour Sullivan / Dwight Broadbeck (Jon Hamm) mean when he said that Darlene Sweet’s "bedrolls" (actually sound insulation) made her like Mary Magdelene? Why did Darlene Sweet bring the sound insulation into the lobby at check-in rather than get them from her car later? If I was bringing some weird random stuff to a motel room I would get it from my car AFTER checking in and getting my room.