It sounds like this woman is lonely or maybe a little loopy or something. I wouldn't like any one doing this. It would be different if she wanted to be friends with you and knocked on your door to see if you wanted to come for coffee or something....
It makes sense that she is driving all the dogs crazy so you would rather she not do this any more. She must realize it looks weird.
You sound like such a sweet heart. I'm sure you were very nice about it. See if she does it any more...