Escape artist 2year old

Had dinner at grandmas last night (my SOs mom). We were all getting ready to leave and my son sneaks outside and disappears. It's 6:00,dark and pouring. We found him right away but I'm worried about what could have happened. My whole apartment has been child proofed and I have explained to him several times that he can't go outside without an adult. I don't know what else to do. Have any other moms been through this?