The script doesn't say. If I had to guess, I'd pin it down to a couple of factors (or maybe a mix of both)
The Teller's proximity and focus on the Doctor (who is from a species known to be gifted with strong psychic abilities) may have sufficient to drown out the guilt emanating from the guards. Note that the Doctor comments on the the psychic noise that the Teller must be enduring.
The creature appears to be very tired from its exertions and is being led back off to hibernation at the end of the scene. It may simply be too exhausted to sense their guilt:
THE DOCTOR glances over at the exit.
The two GUARDS stand there. One of them masked - the other not. The
unmasked one is particularly brutish and intimidating.
The TELLER flinches, inches forward as if it senses exactly what he is
thinking.
MS DELPHOX : If you're thinking of ways to escape, the Teller will know before you even make a move. You'll never be bothered by all
that thinking again.
THE DOCTOR : Useful species.
MS DELPHOX : Last of its kind. And we've signed an exclusive deal.
THE DOCTOR staring at the strange recumbent TELLER, fascinated by it.
It appears almost solemn, weary -
THE DOCTOR : Must be noisy - inside its head. Painful to listen to so much chatter, so many secrets - must drive it wild. How can you
force it to obey?
MS DELPHOX : Oh - everything has a price tag, I think you'll find.
[Rumbles.]
MS DELPHOX : (To the Guard) Storm's getting worse. Customers are leaving. Director Karabraxos will be.. . concerned. Our jobs will be
on the line...
THE DOCTOR (Reading her perfectly) : You're scared.
MS DELPHOX : I'm terrified. I have the disadvantage of knowing Karabraxos personally.
THE DOCTOR : If you don't like your boss, why stay?
MS DELPHOX : (A cynical smile) My face fits. Now, if you'll excuse me, I must take the Teller to its hibernation. (To Guards)
You two, dispose of our guests.
And she leaves with the TELLER in tow.