Justin 963 has held stated meetings in an EA lodge, as recently as last week (only when an EA showed up and wished to participate).
I will open an EA of FC lodge if there is one present. The only time I refused to is when I had my official DDGM visit.
I'm not 100% on calling down and then back up. The only reason I didn't that night is because we had so many visitors and several DDGM's (past and present). I wanted to do the best job of opening and closing possible. I feel it's best to do what you're comfortable with rather than looking like a goon that doesn't have a clue.
That's just my $.02.
Sounds like you did the right thing without knowing it. ;-) According to Article 331 of the Grand Lodge Law, the DDGM's official visit (or any other time you're officially receiving a Grand Lodge officer) MUST be in a MM Lodge.