I can't say that I'm surprised - this type of hospitality is typical, in my experience. This is one of the reasons I like the SCA. As for feeling guilty that you didn't make a formal visit as an ambassador, that's silly - unless the Baron requested that service, you didn't have the authority. However, if you were to request such authority, and have it granted by the baron, you could do so immediately; until then, you really couldn't (hint, hint).

As for doing something that expresses your appreciation for their hospitality, I would think that simply telling them would be a good start. Spreading the word throughout the Kingdoms can't hurt (I, for one, will remember that the Barony of Blackstone Mountain rocks!).