Without the whole story I'm very hesitant to rush to judgement. I've not sailed the area but just pulled up the chart. If winds were NE 40 you can imagine that it was VERY boisterous outside with Cape Hatteras to the south the Ocracoke
Inlet a 75 nm trip...let's say 16-20 hours away.
Going North would be difficult and slow in these conditions and, just from the charts
, it looks like either Rudee Inlet or back in the Chesapeak. About the same distance but probably much slower...say 24-30 hours away.
Maybe they made the calculated decision to get out of the rough stuff and were planning to drop the hook to wait it out, rest, and get local info? That might not be a bad call if you were tired and scared.