In what respect is the title of "The Guest" ironic?

The title of "The Guest" is ironic because the Arab (to whom the title applies) is not really a guest at all; he is a prisoner. The description of the Arab demonstrates his status: he is in the company of a policeman called Balducci, for example, and his hands are bound. Balducci has escorted him as far as Daru's school and now expects Daru to complete the Arab's journey to the police headquarters in Tinguit.
Moreover, the title "The Guest" implies that the Arab is a welcome visitor. While Daru treats the Arab with kindness by offering him food and a bed to sleep in, it is quite clear that his guest is, in fact, very unwelcome. Daru demonstrates this feeling through his complaints to Balducci and, in doing so, reveals another sense of irony.