You could take the keys, pretend like you know nothing about it, take several hours before responding to the guest when they alert you, chastise them for having left the keys out (unless they claim they "lost" them), then they should have learned a lesson not to leave out keys in the open. They may just leave your door unlocked at that point.
Or you could just tell them what you saw and hopefully they'll be accomodating. This is one of the risks of opening your home to strangers; you need to protect your property and belongings so you should have sufficient insurance, could install surveillance equipment, and also trust that if anything happens, you can file a claim against the AirBNB host guarantee policy.