To be honest, I thought the old gal on CNN was saying Carson was out of the race, too. It seems like they started the segment with something like "We have breaking news"....
Leaving the campaign trail to go home usually (barring a family emergency) is a sign of dropping out. If this ends up not being the case, this shows that Carson is a great man, but a political novice. The last thing you want to do is look like you on the verge of dropping out when you insist that you are not.