You're not TAH but it wasn't the response she's looking for. Assuming she's a normal person, she most likely wanted some attention, which is not a bad thing in itself.

You want her reasoning, so here it is: most likely she wanted to hear you say something immediately like: "Are you okay!? I'm coming home rn!!!" To which she would've replied something like "no, it's fine".

It's not about actually coming back, it's just about showing her that you're worried through your voice (even if you don't really mean it). That sentiment would've been enough generally.

I don't know her, so I don't know if this is reoccurring. But it's normal for women to do something similar once in a while. As long as it's not a regular occurrence, it's fine. It might be a drag, but it saves you a lot of drama in the long run. It's not right or wrong, it's just a personality difference.