Capra Demon Invasion Death Bug (GFWL Souls?) - Dark Souls: Prepare to Die Edition

So basically I got invaded in the lower undead burg, I killed the invader but after like 10 seconds or so, while I was fighting the assassins "VICTORY ACHIEVED" appeared on the screen, and I got the key to Blighttown, humanity and a homeward bone, without even reaching Capra Demon's fog gate. The dogs were still alive when I went into the room, but no goat demon. I've never seen anything like this. Edit; Maybe it was this myth "GFWL Souls" that caused this.