She already knew where the Gate was going, so even if she lost his trail now Medusa would know where to wait for him next. Or she wouldn't even have to wait - he was alone in his house anyway. No amount of locks would keep her from visiting him if she wanted to.

The Gate could definitely wait. Meanwhile--

"It's a nice night, isn't it?" she asked, appearing somewhere from the other Phantom's side. "Almost very peaceful. I wonder if it's going to stay that way for long."