Your fil went to get a toy that he was told was there. Sorry but he surely helping. Did i miss something. I never go into my pil bedroom and send dh in for the hairdryer but if got told something was in the bedroom by dc and owner of bedroom not there id go in for it as its helping dc.
If I were the FIL in that equation, babysitting in a house that was not mine, having just been asked not to play in a specific bedroom, I would take the request for what it is - a request to stay out, couched in slightly friendlier terms. Therefore, I would say to the DC,
"Sorry - that's Mommy and Daddy's bedroom, and it's not right for me to go in there without them here to say it's okay. You can ask them to help you find it when they get home."
Then redirect the child to another toy/activity. The toy he went in to retrieve is surely not the only toy the child possesses. Additionally, I would be modeling the kind of respect for another person's private area that is good for a child to learn about.
And maybe I'm okay with people in my bedroom. Maybe I have the biggest TV in my room, and when I have people over for movie nights I invite everyone to pile onto/into the bed with me. Maybe, due to logistics and people in the house, my bedroom is a de facto living room.
But the OP asked him not to go in there. She phrased it as "don't play in there" but her meaning was clear to all the reasonable, boundary respecting people on this thread. We knew what she meant. FIL (and too many commenters on this thread) are choosing to either wilfully misinterpret her request, or make her feel unreasonable for making the request in the first place, and that is not okay. Her house, her bedroom, her boundaries.
Just because your boundaries are different, does not negate the OP's right to make her own boundaries.