Close the door and leave

It's not appropriate for you to interfere, so you reach into the room to pull the door to and then make your way out of the building without disturbing the Frenchwoman further. This does leave you at a bit of a loose end, however. From what you understand, there ought to be a willing grad-student waiting at your house for you to take advantage of her, but maybe there's something more interesting you could be doing (or somebody more interesting you could be spanking).