While I hate when that happens I don't have time to worry about it. Even if your finance department is penny pinching as you say I don't think that you will be challenged on this. What would they think you were doing - putting extra gallons in some stranger's car in a city you spend only a few hours in? Even if they ask just direct them to Hertz and have them sort it out.
Of course, you can always go back to the airport but I don't see the point. You'd lose at least 30 minutes and for what?