If the captive rat was giving distress calls, it begs me (thinking as a biologist) to question whether the free rat was showing true empathy, or was biologically driven to release the captive rat in order to quiet it and thus remain safe from detection by predators. If the rats were not confined in the same space, would the free rat have stuck around and freed the captive rat, or would it have moved off and left the captive rat to fend for itself?

But having said that...
When I was in high school, I had a bird cage converted so I could use it to keep rats. I had two rats living in it, and secured the sliding doors with paper clips. One day I came home to find the rats loose in my room. I put them back, and secured the doors, must have just forgotten to do so last time I fed them! Later that evening I watched as the rats not only undid the paper clips, but one rat held the door open for the other rat, and then proceeded to let itself out. That can't be explained so easily!