I guess she could have been more delicate about the situation. I'd say you have done nothing wrong but he's likely to be sore about it. I'd have a chat with him and go from there.
You did nothing wrong imo. The issue is between her and him, she came to you, clearly knowing what she wanted and what she was doing, and you had no idea of the situation which occurred when you went to sleep.
My thoughts are as above.
Don't worry about it, you had a good time! Just don't get into anything serious with her, quit whilst ahead.