She didn't know how to get out. She didn't know how to get out of the tunnels and go home.
Remember, the real Adelaide was choked and unconscious when Red dragged her downstairs through that maze of tunnels as a little girl, and she didn't awaken until she was cuffed to the bed. And then the doppelgänger took off. So there's the possibility that she didn't know how to find her way out. When the adult clone returns at the end of the film, there were a lot of turns and twists to get to that last escalator, so its possible she might have tried but could never find her way out and gotten lost.
And there's also the matter of the doppelgängers being tied to their above ground counterparts. These people down below seemed to have no life of their own, they had to mimic the actions of those above ground. Something I wondered about is what do people do when they go on vacation. Do they travel across the country? So where did her family live? Maybe down the coast in LA? Or somewhere else? So maybe the doppelgänger was thousands of miles away from where she started and the real Adelaide had no idea how to escape from a entirely different tunnel system.