No, I don't think she "ran away" at all. I think she was curious and the screen door was wide open so she went exploring a little. Then realized OH NO! I'm stuck outside! Because Bruce didn't realize she wasn't in the house until the next morning.
She has been acting different since Taz is gone, but not depressed. She is actually more playful, wants more attention and she appears to feel more confident in the house (besides with Taggart, she just doesn't like him).