I sympathise with your wish to protect your grand-daughter, but at the same time I think that at 17 she is entitled to some privacy, and as others have said, she may have wanted to make a private call, to have a cigarette, or just to get out of the house for a while.
I can't imagine being cooped up with my grandparents at that age (which does't mean that you aren't a lot closer to yours than I was), but all the same, if you want her to come back you probably need to reconsider your relationship. She is a young woman, not a child, and it seems to me unhealthy to teach her that the way to deal with problems in the world is to hide indoors. Women have suffered from that outlook for generations, and it doesn't prepare them for the world outside.
What do her parents think?