I would say you tried giving her the right advice. Let’s be honest, a lot of times our wives or girlfriends are not comfortable with firearms. It’s not their fault, as their fathers probably didn’t train their daughter, they're often are victims of gender roles in this regard, and we males assume the role of protector, and don’t bother training our wives.
This would likely be an instance where getting to a safe location and calling the police would be the best move if your wife isn’t comfortable with guns. There is the adage, “when seconds count the cops are just minutes away.” While this is true, the police still cannot start heading your direction unless they’re called. Seconds turn to minutes. Better late than never. Call the cops!
If you haven’t already, I suggest working on security plans with your wife and kids if you have any.