To be fair yes - if you could have ended the invading Eve (she's shitty at escaping early jungle invades and she's not a good duelist) - then yes, you probably should have come in behind her and taken the kill and denied her some early map time: then at least both junglers would be on equally behind footing, and you would be up one kill.
It's different if you were also low and not confident you could finish her (really depends on if the Kayle put up a fight or tried to flee, and where exactly she got ganked) - but yea, that kill is worth more gold/xp than your lane, and it also shuts down the enemy jungler: it's definitely worth leaving your lane for.
Obviously that doesn't at all mean that your team wasn't making tons of other mistakes themselves - but you comprehended those ones - where you believed you were in the right to let Eve escape with the kill (which I wouldn't agree with).