Stringpuller, a man does not win by being slave to his emotions nor the social constructs which direct him. A man wins with cold calculation by making logical choices that serve him.
Who is the guy? A boss? A co-worker? A client?
We don't have this information to know how the guy got her phone number to begin with. If, for example, the guys were her boss or client, she obviously couldn't block him or shut him down disrespectfully, else lose her job. If the guy were her boss and she has a jealous bf, perhaps, she did not know how to raise this topic to her bf in case her bf flips out on her boss.
There are many unanswered questions to assume she is up to no good.
Now ...
Let's say you walk away:
1 She might come back and explain the situation, with an authentic explanation being the above. Now you have become the emotional woman, that is, capriciously reacting without understanding.
2. She might come back and lie about the situation, and you reconcile thinking your gf is just. Then she will continue said or other relations behind your back, more carefully. This fails as well as you never learn the about your gf's genuine desire and willingness to act on it (behind your back).
The alternative:
Do nothing.
Observe her behavior. Does she go out that night? Find out who this guy is and their relation. The facts will creep up for those with a watchful eye.
When you have all the facts, then respond (notice I don't write "react" but "respond").
This is called calculation. This is how smart people operate.
Don't pat yourself on the back by committing acts directed by knee-jerk emotion, that neither serve you nor the subject. That's akin to shooting an arrow, painting a bull eye's around it, and calling it a win. It's a lose, if you are directed by your emotions, and not truth.