My two are no different - DS1 particularly, cos he can run.
Mostly it's cool, but there are days where I will close the door or gate (we have internal stairs) after explaining that mummy just needs a moment and "you'll be ok" and just block out the howling protest. It's usually only for a minute or two anyway, but you'd think I was going on a month-long holiday.
And now DS2 is on the move, so he can track me down too.