They are different. In the first, we learn that they chose not to clean the room. In the second, we learn only that they didn’t clean it, but we don’t know why. We don’t even know if the speaker knows why.

Effectively they’re the same. In the first, I imagine the lady asking them to clean the room and the cleaners saying no. In the second, I imagine the lady asking them to clean, leaving, and then coming back to find that they hadn’t cleaned. The first is a refusal to clean. The second, they didn’t clean but maybe they said they would or maybe something came up and they weren’t able to.