First priority is to get away from danger.
When your cat is upset or faced with an unfamiliar situation, the first priority is to get away from danger, both real and perceived. S/he’ll find the nearest possible shelter and stay there until the danger has passed. It’s usually up high or down low — the outdoor equivalent of going under the bed to escape from the vacuum cleaner. Cats don’t keep running just because they’re terrified. They don’t run miles and miles away.