Proxy Hatch

Ok so this is obviously not a very high level question, but here we go.

Having made it to gold league, I thought I had seen almost every all-in and cheese (still haven't met the blink all-in yet but I'll see it one day) but today I met something that just astounded me. I play terran and as I was making my first marine and orbital I see a hatch go down at my natural. This was so new and odd to me that I forgot to build a bunker and just lost the game, but here's the question:

Should I have pulled a lot of scvs to try and stop the hatch from finishing at my natural or just keep to what I figured out later (build a bunker at the top of my ramp and expo at top of ramp and proceed as usual with an scv pull for when his lings and queen come)?

Also, has anyone else just been beat because they just had that "......whaaaaaat?" moment and forgot how to play the game for ten seconds? Because this was incredibly silly.