I live in northern Minnesota. A couple years ago, I had mountain lion(s) walk through my property late at night. I never saw it/them but my brother and I could hear 2 different sounds. One was a real low bass type growl, which we assumed was maybe a male lion. The other was a high pitched scream which we thought was a female lion. We found a YouTube video where a female lion in heat was screaming and it sounded exactly like what we heard that night.
Anyway, our dog, who usually is outside barking at anything that comes near, was found cowering down in the basement steps and would not go outside. First, and only time, that we ever saw that from him. I talked to my neighbor the next day and he said his dog was barking his head off inside the house but had no desire to go out.
Even though no damage was done, I still reported it to our local DNR the next day. In fact, I think I also called 911 just in case there was an incident because lions walking through a rural residential area at night could turn out to be a bad thing. I'm sure I was more excited then either 911 or the DNR, but they thanked me just the same for the report. I am not opposed to the reintroduction of mountain lions, but the lions need to stay out of residential areas for both their sake and the people who live there.
Your close encounter was too much for my comfort. Glad no family members were attacked. Hope the lions move on and don't come back.