Students changing the result of an investigation
You know the answer to your question: This is unethical research conduct, and you need to talk about what is ethical in your class and in your lab sessions.

What is ethical and unethical is not inherently obvious. We have resolved that certain things are ethical/unethical because we care about truth, and we have seen over centuries of doing science that certain things (like omitting data points that don't fit a preconception) distracts us from finding truth. But that is a historical perspective students don't have without education. So educate them.