That's terrible! That's pretty much like theft, I think. If they just found the dog then fair enough - but she actually knows who really owns it. It must have had a tag or something. Appalling. I doubt they'll get to keep it, to be honest, if they ever find her.
I mean, nice of her to let the owner know the dog was safe, but for the rest of it! I would die if I knew someone had my doggies and I didn't know where they were.