I guess my tendency would be to think of it as more of an accident and let if fly, especially since everything else is in great condition/they probably weren't being intentionally reckless. I understand the bummer of the pillowcase being part of a set that is hard to replace, but on the other hand it looks like you have had a lot of really positive guest experiences.
I base my assessment on related experience where I would put out my best towels/washcloths when my mother-in-law visited, and she would use the washcloths to remove a lot of makeup ruining the washcloths every time she visited because I couldn't get the makeup out. I felt like I bought new towels every time she visited because I wanted to provide her a nice matching set, so I was resentful that she showed so little appreciation. It used to hurt my feelings, but she is a really delightful person and I don't think she was trying to be hurtful. Later, I noticed at her house she has a large collection of cheap white washcloths and bleaches them so the makeup comes out. I purchased a really cheap set of about 12 white washcloths for use when she visits. Now the problem is solved and we are both happy. Maybe in the long run more standard, solid sheets would help you avoid this disappointment again, not that it is at all your fault, but just in the interest of decreasing the possibility of future disappointments as failing to remove makeup after a late night or something might be somewhat common.