RORY: You actually got Grandma to steal a bathrobe?
LORELAI: Although I did catch her trying to return it while I was getting the car.
What car? They went to the spa in a hired limo. Perhaps Lorelai means while she was phoning for a car to collect them, or meeting the car? Or she meant to say while she was getting in the car?
Emily panicked and tried not to go through with stealing the bathrobe, but Lorelai seems to have stopped her. That seems to be enough to satisfy Lorelai, who actually appears pretty pleased with how her time at the spa with her mother turned out (probably because they came home early).
The Annotated Gilmore Girls 