From petfinder: Overheating (heat prostration) can kill an animal. Never leave an animal alone in a vehicle, since even with the windows open, a parked car, truck or van can quickly become a furnace. Parking in shade offers little protection, as the sun shifts during the day.

I think most people on here would also be worried about a pet left in a car even at this time of the year.

I believe this person was maybe just concerned for your dog. So I wouldn't be too upset - she must care for animals or she would not have bothered to even check. I also believe you are a conceren pet owner and you had the windows open ect. You would have done the same I am sure.
Anyway nobody got hurt.