No, that's right. I think the point of confusion for me was that there seemed to be three rooms on the lower level. There's the split in half with the door (which is where Thorn is hanging out) and inside the half of the room Faxon was in, there seemed to be ANOTHER door which hid the weird ritual chamber that Faxon invited Meliara into.
But Thorn is on the lower level, outside the door that leads to Faxon's study.
EDIT - Ah HA! I get where I was confused!
I thought the doors there led to the place Faxon greeted us, and there was another set of doors inside! But he greeted us directly from the staircase area!
Oh man.
Okay yeah, that changes everything.
Wow, I don't know how I didn't see that. I thought we went downstairs and the first half of the lower level was just an empty 'waiting room' type deal, and then we went in through the doors into Faxon's study.
In that case, yes...Thorn would have gone back upstairs. Because otherwise she'd have been visibly disobeying a direct order. She'd have hung out at the top of the stairs though so she could hear and to some extent see down.