I am sure the nursery are taking this incident extremely seriously and reviewing all their procedures in light of this. My daughter attended the nursery at a local state school a few years ago and a nusery child managed to get out of the playground and walk to the end of the road, towards a busy junction before being located and returned to the school. All the parents were notified very soon afterwards and the school made a number of changes to ensure this didn't happen again.
Whilst this shouldn't have happened, who can, hand on heart, say they have never looked round a playground or soft play and not been immediately able to locate their child - I know I haven't!! The important thing is that the child was quickly located and returned unharmed, but transparency is the key and any concerned parents should ask the nursery to explain clearly the details surrounding the incident and the steps being taken to prevent this happening again.