Cats have a certain "royal" air to them. The way they move, like everything is a calculated movement, the grace with which they pull off acrobatics, the lack of noise when they move around and the fascinating "noble" pose they adopt when they sit upright and cover their paws with their tail are some of the things that add a charm to them. Then again, they also have this bad habit of torturing their prey before eating it.

EDIT: You can try placing some cheap tall furniture in your yard, so next time a similar incident takes place, the cat can get into high ground and stay safe, assuming all other means of escape and/or rescue are out of the question. Might be a bit extreme but better than nothing.