I saw her asking "did I miss anything" as a piece of understated, dry wit humor.
In my head canon, Chrysalis sent a platoon of changelings to pin Luna in her tower shortly before she engaged Celestia. In hoof-to-hoof combat, Luna can be more dangerous than Celestia, so naturally Chrysalis needed to keep the second alicorn out of the picture. During the changeling swarm, Luna and her guards were trying to fight their way out of Luna's tower. By the time they broke out, Chrysalis and her swarm were on the defensive because Shining Armor's shield was returning to full strength. It's possible that Luna's arrival late in the game tipped the balance of the battle in the pony's favor. The sudden arrival of Luna and her band of negasis guards distracted the changelings enough for Cadence and Shining Armor to fully restore the shield and send the bugs packing.
Another fan theory is that Luna was actually out in the streets of Canterlot fighting changelings, but in the guise of Mare Do Well. <grin>
Lots of people give Luna shit for this episoaid. However I think she might of been kidnapped by Changlings so She could not step in to save Celestia when she got her ass kick and she just managed to escape and get home, but not in time.
The Day is not Luna's jurisdiction. That's Celetia's job. Had the Changeling invasion extended until nighttime, then Luna would have stepped in. The only time Celestia and Luna are doing something at the same time would be at the Twilight times of day when it's neither day or night.