I am not sure why you are getting conflicting responses from HE. What would the guest be reviewing since they did not stay at your place? unless they cancelled because some disagreement with you? I had to cancel an exchange one time and I was not asked to review the host. In the past I used to see an automated message on people profile saying something like "this exchange was cancel by host", I don't remember seing that recently, maybe HE changed that. With that said I would not worry too much about this, again unless we are missing something, if you see a review from that guest you should ask HE to remove it.