Your broker likely didn't close your position out because it is a covered position.
Why interfere with a trade that has no risk to it, from their perspective? There's no risk for the broker since your account holds the shares available for delivery (definition of covered), for if and when the options you wrote (sold) are exercised. And buyers of those options will eventually exercise the options (by expiration) if they remain in-the-money.
There's only a chance that an option buyer exercises prematurely, and usually they don't because there's often time value left in the option.
That the option buyer has an (ahem) "option" to exercise is a very key point. You wrote: "I fully expected my position to be automatically liquidated by whoever bought my call". That's a false assumption about the way options actually work. I suggest some study of the option exercise FAQs here:
Perhaps if your position were uncovered – i.e. you wrote the call without owning the stock (don't try this at home, kids!) – and you also had insufficient margin to cover such a short position, then the broker might have justifiably liquidated your position.
Whereas, in a covered call situation, there's really no reason for them to want to interfere – and I would consider that interference, as opposed to helpful. The situation you've described is neither risky for them, nor out of the ordinary. It is (and should be) completely up to you to decide how to close out the position.
Anyway, your choices generally are:
- leave the options and shares be, while shouldering some downside risk in order to capture remaining time value premium by expiration, or
- buy back the options you wrote... and in doing so, pay back some of the time value you were hoping to capture (implied volatility may even have increased premiums) and then either:
- re-write new options, or, if that is no longer attractive,
- sell the underlying shares and look at other opportunities.