@Kevin557 welcome to hosting! While I respect the other suggestions here, you might also take this as a learning experience. I don't know that you need to defend anything at this point, since the dog has come and gone. What you might do, however, is to suggest to the guests that they might have overlooked the house rule that prohibits dogs. Ask them to address this with the family member who brought the dog, to remind them that dogs are not allowed, and please leave the pup at home.
Personally, I have been in a situation where I have had to remind even my own children that they cannot bring their canine family members on a vacation with us or even visit with the dog. People making the reservations don't always generalize the rules among the family. Be polite but firm. Now you know you need to emphasize this in the house rules to make it stand out.
Enjoy your guests and your experiences with them as much as you can!