Hi @Annette103 thanks for the feedback and insight. In general, it's good to hear from the other hosts who have responded so far that chaning the linens after 4-5 days seems sufficient. Maybe these particular guests were just used to hotels, so found it a bit unusual.
I'm not sure if by 'sheets' you are referring to bed linen in general, but no, I don't iron the actual sheets. I tend to use fitted ones and found ironing them a bit of a waste of time. However, I do iron all the duvet covers + the pillow cases, which means 1 x duvet cover and 4 x pillow cases every time I make up a bed.
I have a washer/dryer combo and while it dries perfectly efficiently, things come out very crumpled. @Jann3 therefore, like you, I line dry duvet covers and pillow cases (weather permitting) and only use the dryer for the towels and sheets. Still, they are not crease free and yes, the creases fall out if you put them straight on the bed after ironing, but not if you fold them up and store them away in a cupboard.
Maybe it's my perfectionsist (read pedantic) side coming out, but crumpled linens just don't do it for me. I know we are not running hotels, but the bed is one thing I try to get to hotel, or at least guest house standard, as the bed is usually the largest thing in the room and really makes a difference on the wow factor if you dress it nicely. The guest might not notice whether you've ironed it or not consicously, but I think it definitely makes an impression subconsicously.
I think it does depend on where you're staying though. If I was renting a place right by the beach, I wouldn't care as much what the room looked like, but the majority of my guests book because the house looks 'pretty', not for its proximity to a beach. Having pristine, crease free linens fits with the overall look they are expecting.