Not really sure from the description. One possibility that occurs to me is that you captured a caste or after swarm and that it had a virgin queen. What you could have seen is the queen leaving on a mating flight, sometimes she is accompanied by a retinue. In which case they should have returned. Time will tell as you will either see eggs 2 weeks from this date or the numbers will be dwindling.
With swarms I like to provide clustering space for a few days, rather than just filling the hive with foundation. My theory (which is pretty half baked as I have no evidence) is that bees in swarming mode want to cluster and find the foundation interferes with this - hence sometimes they abscond for greener pastures.