|When employees correct their boss's grammar in front of a company topsider, they are typically more interested in promoting themselves than in promoting the subtle grammatical nuances of the English language.
Importantly, you handled the matter correctly. You did not react emotionally or try to embarrass or chastise this employee. And, after the fact, you did not get into one of those horrible discussions in which you try to advise the employee on what to say and not say about you in front of your boss.
At this point, your employee has demonstrated what can be called a critical behavior. This is the type of incident that gives you considerable insight into her motivation, style, and standards. If this has merely been an isolated incident, you were correct to let it go by. But, if you see any other examples of this type of subversion, you should provide her with specific feedback on the spot.
Just for the record, if your grammar was correct in the first place, you should let this employee know. It would then be politically and grammatically correct for her to use the word "sorry" in a sentence.