The defining feature of a classical black hole is being a perfect absorber. Any evidence showing otherwise would indicate a departure from the standard black-hole picture. Energy and angular momentum absorption by the horizon of a black hole is responsible for tidal heating in a binary. This effect is particularly important in the latest stages of an extreme mass ratio inspiral around a spinning supermassive object, one of the main targets of the future LISA mission. We study how this effect can be used to probe the nature of supermassive objects in a model independent way. We compute the orbital dephasing and the gravitational-wave signal emitted by a point particle in circular, equatorial motion around a spinning supermassive object to the leading order in the mass ratio. Absence of absorption by the central object can affect the gravitational-wave signal dramatically, especially at high spin. This effect will make it possible to put an unparalleled upper bound on the reflectivity of exotic compact objects, at the level of ${cal O}(0.01)%$. This stringent bound would exclude the possibility of observing echoes in the ringdown of a supermassive binary merger.