As I am a very forgetful person I can feel bad for both of you. If it's not on my calendar then it simply doesn't exist longer than the time for someone to say it. I know I have forgotten stuff and truly don't want the other party to feel their activity wasn't worth my time or memory...sometimes I simply have forgotten, plain and simple.
I feel bad you spent the time and energy to show up. Maybe she will give you a special treat in some manner. Next time, you might want to call the day before (and act sooo excited you can't wait) to double check the class and see if you need to bring anything special.
Let's be glad though it was nothing serious that happened to her or her family...it could have been much worse news.