What should I have done?

So this was a few weeks ago but I am still thinking about it.

I was out to dinner at Elmer's (a family friendly dinner) with my husband SIL and their family.  There was a lady who looked to be in her later 30s early 40s talking to an empty space next to her. Having a full on conversation in the lobby. She had some bags with her and sounded really sad.  I tried to ask her if she needed to use a phone or if I could help her call someone. But she didn't really seem to notice me. She was having some sort of mental problems but I don't think she was a danger to anyone.

I didn't want to call the cops because I didn't want her to get hurt or anything. :( But she wandered in and out between the lobby and the parking lot a few times.  I ended up not doing anything. It seemed like the lobby was safe place for her to be but the restaurant closes around 10 and it was raining and dark, I was worried she might wander out into traffic.

I still think about this situation sometimes and wonder what I should have done because not doing anything doesn't feel right.