Bar Etiquette Question

[pinksonia]

So, last night I went to the bar next to the hotel with a bunch of people from the crew.  Around midnight I decided it was time for me to go sleep, so I put on my jacket, closed out my tab, and headed to the door at which point some woman I don't know grabbed me by the shoulders. 

Woman: Hey look here's a girl.
Me: ?
Woman: Will you dance with him.  <points to her friend (I hope) in the booth>
Me: I was on my way out the door. 
Woman: He's shy.
Man with Woman: Are you shy?
Me: Um, yes. 
Man <to the friend in the booth>: See she's shy too.  <to me> Well you were on your way out so drive safely. 
Me: Thanks, I will.

So my question is: was I rude? Should I have diverted from my plan to leave at that moment in order to dance with this guy?