This kinda thing DOES happen, I've noticed. Especially when you have a party, and *most* people are outside or in a main area of the house. Somebody decides to go to the bathroom, and as a part of their trip, they decide to "explore" the house a little bit, opening closed doors and looking into rooms and stuff. At least they were just playing your instruments...they could've stolen something.
As for me and how my house is set up, I put away everything that I don't want people to play around with, behind a locked door, so it's not an issue. If you leave it out, SOMEBODY is going to play it--that's just a fact of life! Usually it means hammering out their best Bonham imitation at 1:30 in the morning, much to the chagrin of the neighbors...
Everyone that comes to a party at my house knows that I'm a professional musician, and some of them are, too, so I DO leave out *some* gear for the inevitable jamming, or for the occasional: "WOW! I've never played (drums/guitar/vibraphone) before! Do you think I could, er, I mean, can I, er, I mean...could you teach me to play something?"
I like to encourage people to explore music. There's nothing like a little inebriation to bring out the courage to try things that you'd usually be too self-conscious to try out. :)