@Chili-and-Yves0 I sorry to hear you had this rather unnerving experience.
DON'T cancel their reservation from your end, and DON'T agree to cancelling if Airbnb ask you to.
If the guests cancel, they will not be able to give a review (and you won't either).
I don't know if the guests reservation was for longer than one night, but if it was for longer they will be refunded (or not) according to your cancellation policy.
If they don't cancel, you will both be able to leave reviews. Say something pleasant about the guests and just state the fact that they hadn't read the listing and left soon after their arrival because they didn't realise it was a Private Room and not an Entire Home. If the guests leave an untruthful review, you can ask Airbnb to remove it; sometimes, too, Airbnb will remove a review if you contact them and tell them the guests didn't stay the night. If the guest review stays put, you can put a brief, polite reply similar to your review.
If they ask for money from you, it is up to you whether you want to give them a refund through the Resolution Centre. In this situation there is no obligation for you to do so, as the guests were at fault, and they had made use of the room. Some hosts would only consider refunding if the quests had a problem outside their control, such as a health or transport problem.
They may contact Airbnb direct and invent a problem with their accommodation, and Airbnb may believe them and refund their money.
So, do nothing, BUT I suggest you message them now through Airbnb to put in writing the fact that they hadn't read the listing description etc. so that you have a record of the guests' issue. Airbnb may check the message history before refunding the guests, but may refund them without consulting you.
Let us know how it went!