As long as you were afraid of being late, what you have done is correct.

While I was praying sunnah prayer of Dhuhr prayer the Iqama for the fard salah started. At that moment I was in the sujood of first rakah. After completing the sujood I left the salah without taslim for joining fard salah. My question : have I done the right thing? Was I supposed to repeat that sunnah salah later?