Agreed. Guests should not be receiving mail at your address, especially for short stays, or giving it out to third parties.
At best, you will continue to receive mail long after they leave as it's really hard to get off some mailing lists (I am still getting letters from the bank for a previous tenant, even though I have told the bank countless times that he left in 2011).
At worst, this could be out and out fraud. I have been the victim of quite a major identity theft case, where the someone managed to access all of my bank accounts, which I was then locked out of for weeks causing all sorts of problems for me, as you can imagine. They even went into the bank pretending to be me and made a bunch of large transfers.
That had nothing to do with Airbnb, but it transpired that it was postal fraud, i.e. someone accessing my mail. They don't need that much information to totally screw you over.
I also once reported a guest who had contacted me asking for my address in order to set up a business account here. The CS rep was really thankful because, when she looked into it, this person had messaged thousands of hosts asking the same, but no one else had reported it!