As long as you - in this very specific instance - did your best to break the tether (i.e. You ran as far away as you could but the other person didn't move so the tether didn't break) then you did nothing wrong. I don't know if it's possible to stand still and heal through that - maybe it is, maybe they've had that happen previously - but they shouldn't expect that you'll compensate for their failure to do the mechanics properly. Not sure why you DPS'ing at other times has any bearing at all.

But if you stood still and DPS'd at that point instead of running, yeah, you messed up too. (Doesn't sound like you did but I thought I'd mention it)