What do you do?

I would ignore them and go ahead with the kinky night we had panned. I just think it's rude turning up unexpected, a text take seconds and it's only polite. A night of kinky sex always comes first lol! 

Let them in. Tie them to a chair and then get on with it. Let them out later. Make a cuppa and offer them a chocolate hob nob to make up for the unconventional welcome when you are done.

Worked for me and we don't get interrupted anymore (no visitors at all if I am being honest).

I'd play with my girlfriend behind the door, because she would know if she made any noise they would hear us 😉 Just to add an extra layer of excitement into to night