In truth - I think the idea of a Thrall wondering around the house, between work, is a cool idea - and seems it actually could be done from what we’ve just seen…but first things first.
Maybe also somewhat attacked your base, or simply came nearby.
I saw my thralls react promptly, ever running outside to fight a beast or a wanderer. If some inside thralls are in the range, they may move to “to see” what’s going on.
Maybe you came just home or loged in your base at this moment, this would explain why she got back to her home place after that.
In my base, i had to remove a stair to avoid my thralls running still outside for all events, beasts in the area. They open doors, go out, but then mostly can not go in again, and stand waiting in front the door.
Had also a very fun story, but this was still on testlive. Had a smallish outpost for thrall taming, with some fighters to guard the wheel and some structure, with protection around. Once i respawned there after a kill in a dungeon, all my thralls was missing, my outpost empty, just a lonely spider in a corner.
Found them all outside, around a campfire, by an “ennemis” camp. They had some outdoor fun while i was killed in fight. When they detected me, they went back to the base, and theyr occupation.
One of the funniest and stranges intermed i had last time.