Luna clearly wants out, so I'd let her out. As long as you supervise, the exercise will be good for her. I'll bet she settles right on down afterward, though don't be surprised if she's begging to get out again tomorrow.
I'd be climbing the windows too, if everyone made me stay "in my room" as an adult-
Rudeness is the weak man's imitation of strength. Eric Hoffer(1902 - 1983)
“The greatness of a nation and its moral progress can be judged by the way its animals are treated.” ~ Gandhi