@Jeanette37 As a home share host myself, I can relate to what you are talking about. I only had one guest like that- if he wasn't out and about, he was up in his room, which has an ensuite bathroom, and he only came downstairs to get drinking water or retreive a beer he'd put in the fridge. Personally, I prefer the type of guests who are easygoingly sociable and don't squirrel themselves away. So I found myself breathing a little sigh of relief when he left, unlike when sociable guests leave.
He was perfectly pleasant and polite when we crossed paths but I could tell he wasn't that socially comfortable.
If you are going to home-share, you will get guests like this occasionally- they are either very private, or shy, or may be on the autism spectrum and not good at social interaction. Or they feel they don't want to intrude. But if they aren't objectionable in other ways, it's just something to take in stride.
It's quite possible that the guy in your case booked the place, while the woman is really shy or private, and isn't comfortable with a home-share situation, but it was a budgeting issue that they couldn't afford a private home or apt.
I second Brian's advice that there shouldn't be anything personal in the guest room that you need to access. And you shouldn't be going in the guest room anyway, even if the guests are out, unless it's an emergency. Guests have a right to privacy, even in a home share. There's nothing of mine in my guest room.
As far as the window being closed goes, guests might normally live somewhere that leaving the window open is a security risk, so if it isn't where you live, let guests know that and ask them to at least leave it open a bit for air circulation. But you really can't dictate to guests things like that- all you can do is ask.
Yes, the room might need airing out afterwards- use a fan in front of an open window, set so it sucks air out, rather than blowing air in. Bowls of vinegar set around after the guests leave also help to absorb odor.