@Sara345 the fact that they left without letting you know and applied to Airbnb for a refund makes me think they're the kind of guests who will leave a bad review whether you refund them or not. So do you want to be out the $ for the night they stayed AND get a bad review.? I guess you just have to do whatever your conscience dictates.
Living in the tropícs, I'm quite familiar with bug issues. I never spray, I don't want to live with those chemicals. But I use a cockroach gel (they're attracted to it, they eat it, they die) that I tuck in out-of the way places, like in a back corner in the under the sink cupboard, etc. Oddly enough, friends and neighbors who have their places fumigated on a regular basis don't have any less bug problems than I do. I think the bugs get immune to those sprays, or the stronger ones survive and reproduce a generation of super-cockroaches.