I was just about to make all of those points.
Could it have been as mundane as a firefly (or other flashing bug)?
A few clarifying questions: how dark was it in the room, and how dark was it outside?
Do you live near traffic; have you ever noticed light from car headlights coming from the driveway, or a neighbor's driveway, shining into your room; when your curtains are closed, are they completely closed, as in "light-proof"; was there any noise at all, as in a "fizz" or "pop" sound; are you certain your reactions were simultaneous, or was there a tiny lag between one or the other of you reacting to it; what was the first reaction from each of you?
I can't tell you how impressed I am with your patience and expectation to find a logical explanation for this. Welcome aboard with the elite few: the rational people. Chalking everything you don't immediately understand down to ghosts and angels and aliens is so simple and simplistic. Knee-jerk reactions like that have held back progress for centuries.
Be aware that it still can be an unexplained phenomenon, yet still that doesn't make it proof of anything paranormal.