John Calvin Commentary Acts 16:40

"And they went out of the prison, and entered into [the house] of Lydia: and when they had seen the brethren, they comforted them, and departed." — Acts 16:40 (ASV)

When they saw, etc. They were asked to leave immediately; yet it was fitting for them to care for the brethren, so that the tender seed of the gospel would not perish. Undoubtedly, they would have stayed longer if they had been allowed, but the entreaties and demands of the magistrates were authoritative and backed by force, which they were compelled to obey.

Nevertheless, they did not neglect their essential duty, but exhorted the brethren to be steadfast. The fact that they went directly to Lydia is a sign that even though the Church had grown, that woman was the foremost even among a larger group regarding diligence in the duties of godliness. This becomes more evident because all the godly people were assembled in her house.