I’m on the fence with this part tbh, if you put yourself in this woman’s shoes, she had someone outside the room waiting to go to breakfast for her, she hadn’t arranged that or necessarily wanted that, but she didn’t want to sit with them for whatever reason.. how do you handle that politely?
if she went to sit with other people op would have followed, if she wanted to move to be with other people op would have followed.. so the only way to do it was either tell op she didn’t want to sit with her (!) or make an excuse and leave as quickly as possible. She chose option B, the non confrontational option.
if OP was a man no one would call this woman rude for making her excuses to leave, no one owes you their time.
you can’t ditch colleagues at a lunch because you have to see them or have people/friends in common.. these two are strangers who will never see each other again, life is too short to do things you don’t want to do out of some weird politeness/obligation for someone you will never see again even if it is the ‘nice’ thing to do.
I’m sorry op, it obviously wasn’t a very nice event for you, and I think you’re initial conversation and her backing out of what she said set you up to be disappointed, which is her fault not yours, but I do think the woman sensed you wanted to hang around with her (i know you didn’t hang around with her) or you weren’t her sort of socialising partner and she made a swift exit as soon as she could once the wedding started to make sure she got away.