It's odd that you weren't warned in advance not to go out (on foot, at night, at that particular time, whatever) and that you went out without anyone stopping you and THEN they discovered that you were gone and sent someone after you. It would make much more sense to tell you in advance not to go out and offer to escort you, call you a taxi/tuktuk, etc., rather than having all the work and worry of looking for you after you'd gone.
My guess is that either (1) someone was supposed to brief you on dangers of the local area and how to move around and somehow that didn't happen OR (2) something unusual was going on at the time, and a staff member was sent to the individual bungalows to warn guests not to go out, found that you were already out, and raised the alarm.
The apparent scolding may just be cultural miscommunication (they were worried about you, not angry), or it could have been that they thought you HAD been warned/knew the risks and had gone out anyway, causing them extra work.
Purely anecdotal, but I had a strange experience several years ago (not in Thailand) where there was sudden and unusual unrest (shooting, tear gas, etc) in the area. My hotel and the local (VERY tourism-dependent) community wanted to keep it quiet so they were telling everyone to "stay indoors, it's not safe - there's a temporary warning, we'll let you know when it's OK to go out again" but wouldn't say specifically why, even afterward.