These four walls

I was traveling on business and Annie was here to stay with May. When I got back I asked Annie if anything weird happened. She said no, but something very sad happened...

Annie was going shopping and asked May if she wanted to go. May said no. Annie wrote down where she would be, what her mobile number was, when she would be back. She returned to find May crying. May told her, "I sit in this house all day staring at these four walls and I would think that if you were going out, you'd take me with you."