Unfortunately, it is rare that I do not find a hair on my newly washed napkins. As far as I know, I catch it before they go to the table.Will the housekeepers be honest and tell you now? Just write it off as a bad experience. Since they come there often they will want to know if the housekeepers got the gratuity, and really they shouldn't if they didn't change the sheets. If they didn't, I would personally not give them that $, but the guest is the one who said to give it to them, so then you have to.
I FIND HAIRS on sheets when I put a new set on, someone who sheds much before I washed them, and the sheets go round and round in the washer then cling in the dryer...I pull hairs off - more than I would like to admit. I make the beds, so I see them.
Let us know what you end up doing....