Definitely say goodbye before leaving. You're right when you say she thinks you're going to abondon her. That's exactly what she's thinking. But just think if something was to happen to either of you, and you never said goodbye to her. I know, thinking like that is awful, but it's life really.
It's best to make it quick. Say 'goodbye, mummy loves you and I will see you soon'. Will it get easier? Maybe, maybe not. Each child is very different. My DD1 is very clingy with me still at the age of 3.5yrs, whereas DD2 couldn't care less if I was there or not.