I had, sort of, the same idea as Ted. Try: "You have posed a most interesting question, he said thoughtfully." With no other context, I don't see how this usage could be interpreted as "considerately".
I think the young lady should have taken your sentence in its context, before declaring your usage wrong. If the prelude had led one to think that the character's companion had, say, wanted to be alone, then "Thoughtfully, he walked back to his room" might be taken to mean that he was being considerate--though I don't like that. I don't see how she could have interpreted it as anything but meaning thinking deeply; one would presume that the companion has just given him something to think about.
Methinks your critic could benefit from some more experience. Perhaps she has only seen hubbub used in a funny story, and has thus assumed it is always used so.
