Adding to my previous response, you could also send a message to the former guest (via AirBnB, of course) asking them if they "accidentally" took a pillow. Gives them a chance to 'fess up without necessarily saying that they took it intentionally, or lets them explain how a team of trained bats came in through the window and flew off with the pillow. Their reply (or non-reply) might help you decide whether you want to say something in their public review or not. And, if you find their explanation lacking, you should at least mention the theft in the field of their review that lets you make a comment that only AirBnB will see. That might help some future host if this guest makes a habit of taking things.
To message the guest, you can't access them through your calendar once their stay is over, but you can still access them via the existing message thread for that guest.
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