I've been caught twice like that and both times we weren't anywhere near home. The horses would have literally dropped dead trying to gallop the distance.
The first time, we had all the kids with us (years ago) and we jammed everybody into a farmer's machine shed - yes his equipment was in there but all of the horses seemed to understand the sense of urgency to get out of that storm and stood quietly.
The second time my friend and I were road riding in the wide open with not even an open garage to dive into. We were a good five miles from home and just kept moving and Praying the whole time. We were soaked to the skin and cold but safe.
I am glad you got back to the barn in one piece and a Kudos to taking your horse right into the arena for a bit of work
You might not have suffered as big of a setback as you think. There was a "sense of urgency" in your wild ride; while your mare may attempt her standard Hustle Back To The Barn, it may be just that, her standard attempt.
Since you got home safe and sound, is it ok to chuckle while conjuring up a great cartoon moment of this event?