A rogue planet just taking a hike through the universe? The laws of physics would demand that it would be captured by another planetary system if it somehow escaped its original one. Call me a tad bit skeptical.
You are right to be skeptical of silly end-of-the-world claims but it is not true that “laws of physics would demand that it [an escaped planet] would be captured by another planetary system if it somehow escaped its original one”. There are no such laws. There is chance. There is lady luck. There is the force of gravity. Good luck might bring a rogue planet into orbit around a new star. Bad luck might put a rogue planet on a collision course with a planet, star or other astronomical body. Different bad luck might doom a planet to a trajectory into absolutely empty regions of space, out between galaxies, even out between galaxy clusters, never to stop moving through the cold empty reaches.
But there is no “law” that says an escaped planet has to end up in another solar system.