That's well and good for you, but I felt that something was going on at that moment and grabbing my 2 kids and Wife and "hunkering down" in a closet (all that takes time) wasn't what I wanted to do. I wanted the possible "threat" stopped NOW
Honestly, I learned from this that everyone will think that they know what they will do until it happens - and by "happens" I'm talking hair on the back of your neck, imminent danger "happen" - Heck, I might have typed in the same armchair quarterback response you did if this didn't actually happen, but last night my Flight or Fight pointed me in the direction that I needed to respond, not wait for something to "Happen to me", but YMMV
I've had several similar situations myself. and I too usually go out to stop it, my nearest neghibor is about a mile away, my house is at the end of about a 2 mile private road. We have had alot of stuff stolen out of our shop building and scrap piles. Now I dont go outside at just hearing noise to try and find what caused it, but I watch out the windows and if I see someone that doesnt belong I dang sure do go outside and confront them. I will normally grab a Glock and a AR. I have caught 2 seperate people stealing stuff and held them until the police come out. But since I held them there they couldnt be arrested for theft since they didnt take my stuff of my property