Look, helping the helpless (dogs or humans) is admirable. Taking a stray dog into your home, if you are prepared to deal with it, is lovely.
This was not the couple's own home. People may disagree about whether it is risky, foolish, etc - but there is no question that it was RUDE.
OP, there is no etiquette obligation to extend yourself in ways that make you feel afraid or uncomfortable. Whether you have a moral obligation to do so, is a matter of ethical/spiritual values, which goes beyond etiquette. Many traditions value sacrificing your own comfort for the good of others, but as far as I know, they all agree on two points:
1) your sacrifice should provide some actual benefit (something you can actually accomplish), and
2) it should be voluntary on your part, not a response to guilt, manipulation, or imposition by someone else.