She would have preferred going home to Star's Hollow and schlumping around while Lorelai showed sympathy. That would have been ideal from her point of view. In fact, that's pretty much how she presented it to Lorelai: I'm dropping out, need time to figure things out, and of course i'll do this in our house in Star's Hollow. She had not yet gone to E & R, but i suppose in the back of her mind she might have taken it for granted that she had them as a fall-back. It would have been interesting to see where she turned next if E & R did not offer their pool house to her. I suppose Logan would have been next on her list; although he wasn't comfortable with her drop-out either, he probably would have helped her out. About E & R's house not being a home, she was quite comfy-womfy there for many episodes in season 6. I thought it was bad form when she had the big fall-out with E & R and left abruptly without so much as a thank you note.
I personally do not think she would be more comfortable living in S.H. at that time. I am sure she would have felt like a loser more than she already had. Her small town wiould spend so much time talking about her, maybe even Taylor will discuss the matter in the town meeting.

Rory so much cares about what people think so that wouldn't be ideal for her.
Her relationship with her grandparents began to fall apart when she moved into the house instead of the pool-house. She couldn't even talk to Logan or Jess but in whispering. She began to have her fights with her grandmother, acting like Lorelai.
But since you mention it, I think her grandparents had every right to get mad at her. Leaving without a note was so rude and insensitive. Maybe she was trying to re-act the Lorelai scene running away from home.