I would have untied the dog and sat in my car with it while she came out panicing about where her dog was. Then I would lecture her about how dangerous it is to leave a dog tied out unattended because as simple as it was for me to walk away with her dog, someone with worse intentions could have done the same thing. Why take your dog somewhere they aren't allowed?

I can't stand it when idiots here in Texas think it's ok to leave their dog in a closed car that isn't running while they go shopping in Wal-Mart in the middle of summer where the outside temp is 100 and the temp in the car is 120+ within 2 minutes.