Do you or have you ever shouted/told off your children for jumping on their beds and messing the duvet cover?
I've never bothered because they're having fun and its not like its something permanent like spilt paint or pen marks and I don't want the friends to feel unwanted. Obviously if they do something really bad I'd tell them not to do it, but jumping on the bed or rolling around isn't a big deal to me.
Also, if you tell them not to do it at home, you should keep an eye on them at others houses too and perhaps tell them off for doing it there if they feel that strongly about it.