I keep pillows in waterproof/bedbug covers, and wash those every so often, but not the pillow inserts. (I tend to just replace pillows if they start getting a little flat). I try to wash duvets every few weeks in summer, every other month(-ish) in cooler weather and anytime something goes through the (white) cover.
I had one guest who sweated so badly that the duvet stank, he must have had it pulled up under his armpits. I about fell over from the smell when I walked in to the room. I didn’t have a spare one, and only had a short amount of time from checkout to the next guest arriving, so I had to put the duvet insert in the fresh cover with the stinky end at the foot of the bed after dowsing that end of the insert in Febreze. (Not my finest moment, but sometimes you gotta do what ya gotta do.) Fortunately, that did the trick. Immediately after I got home, though, I ordered an extra insert and mattress cover. I haven’t needed to use it (of course!), but I have a little peace of mind knowing that it’s there.