@Jessica2953
While I agree with @Helen3 that you are not under any obligation to inform the guest and that by returning to sender you have done your due diligence, when it's correspondence of the official kind such as this, I would take it a step further.
That is based on my experience of 'return to sender' not actually being that effective here in the UK. I can't tell you how much mail I have done this with and still continued to receive it. I was getting letters from a bank for someone who used to live here more than a decade after they left! Even when I called the bank, they told me they could not remove my address because there was some issue with the account.
Personally, I would contact the guest and ask them to have your address removed and/or contact the sender and explain that this person does not live at your address, but was simply an Airbnb guest.
If you don't already, I would add to your house rules that guests must not receive mail or packages (without permission - or not at all, depending on what you prefer) nor give out your address to third parties. Of course, not all guests will read this, but it helps.