The Room of Requirement has limitations. It's stated so in the Harry Potter Wikia..
http://harrypotter.wikia.com/wiki/Room_of_Requirement
The Room of Requirement, also known as the Come and Go Room[1], is a
secret room within Hogwarts Castle, that only appears when a person is
in great need of it. The room is thought to have some degree of
sentience, because it transforms itself into whatever the witch or
wizard needs it to be at that moment in time, although there are some
limitations. For example, it cannot create food, as that is one of the
five Principal Exceptions to Gamp's Law of Elemental Transfiguration.
It is believed that the room is Unplottable, as it does not appear on
the Marauder's Map, nor do its occupants, although this could simply
be because James Potter, Remus Lupin, Sirius Black, and Peter
Pettigrew never found the room.
It's also noted that all the Hocruxes except for Ravenclaw's diadem had enchantments and protective spells on them. Also remember that in Order of the Pheonix the room was discovered so it wouldn't be exactly a perfect place to hide.
I also want to add that this particular room only changes itself into what the witch / wizard needs it to be. Because of the uses it had during the books I believe it can only create common things, for example:
Dumbledore's Army used the room as their headquarters and practice
area. Among the items provided by the room for the D.A. were Dark
Detectors and shelves of helpful books such as A Compendium of Common
Cures, The Dark Arts Outsmarted, Self-Defensive Spellwork, and Jinxes
for the Jinxed. Around Christmas, which was the last meeting before
the break, Harry was cornered by Cho Chang under some mistletoe and
the two shared a kiss. They were eventually discovered by the
Inquisitorial Squad; due to the Squad wanting evidence, the Room
provided the meeting room and the list of members.
I do not think the room had enough power to transport anything into and out of the room. This can also be defined by Draco moving the Vanishing Cabinet from the hallway into the Room of Requirement.
In his sixth year, Draco Malfoy spent the majority of his days within
this room, fixing the Vanishing Cabinet that he moved from the
school's hallway, in order to smuggle Death Eaters in and help him
assassinate Dumbledore. The repair took most of the year, as Draco
spent much time inside the room, and had his friends Vincent Crabbe
and Gregory Goyle remain outside in disguise to drop something onto
the ground should anyone approach, to warn Draco not to come out.
If the room was powerful enough to bring the hocruxes there, why would Draco even need to fix the Vanishing Cabinet? He could have just got the room to bring him / create a working one that was connected to a different one so that the Death Eaters could get in.