Struthie - Something similar happened to me and OH out on a run earlier this year.
We were running down this long and lonesome lane when we noticed 2 dogs coming towards us. I don't mind dogs but OH is a bit wary. I told him to ignore them and they shouldn't bother us .... well, it worked with one but I'm sure OH must have peeked at the other because he decided he'd like to tag along with us.
We tried to make him go away but he insisted we were going the way he wanted to go too. As he had no collar on and we had nothing to use as a lead there wasn't much we could do but let him join us. He was a beautiful young labrador and even OH began to admire him.
After a few miles with our canine companion we began to realise that we would soon have to cross a busy road and nor wanting the dog to come to any harm had to try and lose him, quickly.
Our chance occured when he stopped in the gateway to a house and began sniffing about, as he headed on down the drive we sprinted off as fast as we could until we reached the junction. We carried on but at a more natural pace and thankfully, couldn't see him behind us.
My hope is that he found his way home or that the people whose house he gone into would contact the police and report a lost dog. Which is what I'd have done if it had been possible to cross the road with a leadless dog that I don't know!