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pāṇibhyāṁ yonim ācchādya
The gopīs had assured Kṛṣṇa that they were His eternal servants and would do whatever He said, and thus they were now defeated by their own words. If they delayed any longer, they thought, some other man might come along, and this would be unbearable for them. The gopīs loved Kṛṣṇa so much that even in that awkward situation their attachment to Him was increasing more and more, and they were very eager to stay in His company. Thus they did not even consider drowning themselves in the river because of the embarrassing situation.
They concluded that they could do nothing but go forward to their beloved Kṛṣṇa, putting aside their embarrassment. Thus the gopīs assured each other that there was no alternative and rose up out of the water to meet Him.