I'm not a therapist, but I've taught a workshop on handling anxiety and met over a hundred people who suffer in social situations. Those people share their stories. I've never heard of anything like this from anxiety alone. What your girlfriend did is far outside of range of normal behaviour, and you should encourage her to seek professional help for whatever was going on with her.

Does it seem right that she ignored you, didn't try to explain anything to you, when you asked her what was going on? Generally, with a lot of people who are shy or anxious in social situations, that person would say, "I am really feeling stressed right now. I need to get out of here," or "This is very uncomfortable, I'm going to walk home," or something like that.

I'm not a doctor or therapist, and my experience is limited to people who had no problem doing a group therapy session, so she may well have just a simple case of anxiety, but it really seems she would benefit from a professional helping her find coping skills, at the very least. It likely won't improve on it's own if the two of you are approaching it as though you caused this by abandoning her. That's not what happened and pretending it is won't help.