What do LDS missionaries do when a very immodestly dressed person gets the door?

I served a mission in Ohio and i'm an idiot. Once a younger attractive woman answered the door in her lingerie. She seemed very interested in the message and invited us in. We asked if we could come back another time, but she insisted that it was ok. I made the mistake of saying ok, i thought she was interested, and my companion and i went in and taught her for one hour. She was in her lingerie the whole time. It was beyond awkward. I wasnt lusting after her. I was just extremely naive and didnt realize that it was as simple as saying "It wouldnt be appropriate for us to come in." I look back on that and i feel like an idiot.