This information is from the book written by Carl Sferrazza Anthony Ida Mckinley: The Turn-of-the-Century First Lady through War, Assassination, and Secret Disability (Kent, OH: The Kent State University Press) 2013, pp 179-180:
“the White House announced that he [McKinley] needed a complete break of perhaps up to three weeks. He would go to the mineral baths of Hot Springs, Virginia, not just to overcome ‘the strain which has been upon him for many months,’ but to relieve his rheumatoid arthritis. The McKinleys left on May 8 . Ida’s only trouble was a brief adjustment to the elevation. She felt so well that she joined the Major on a side excursion to the famed ‘Natural Bridge’ rock formation but wasn’t allowed to descend the ravine there due to the rough ride on the mud-washed path.
Reports from Washington of the constant attacks by Aguinaldo’s forces [in the Philippines] led the Major to cut short their vacation and return on May 20.”