This definitely sounds like it would've been a dilemma for me if I was in this situation. Disobey parents and rescue friend who asks for help, or obey parents and stay inside and hope your friend is okay on her own. I think I would've made the same choice as you, so I'd say you did the right thing.
I have one question though... why was your friend at that party in the first place? Considering she asked you to get her out of there in the middle of the night, would I be correct in assuming she regrets going?