DS doesn't really, he drags out the hugs and kisses a bit so he can't leave though.
I explain to him that Daddy has to go to work or we can't go shopping on Wednesdays.

Having worked in childcare, we always encouraged the parents to say goodbye. Sneaking out teaches them they can't trust you and you (or anyone else) could disappear at any time. It only makes it worse. They learn they have to keep an eye on you all the time, in case you leave. Instead we are taught to ask the parents to make it short and firm but caring. Acknowledge their feelings, tell them when you'll be back and that you love them, then leave. Drawing it out, in my experience, makes it more distressing for everyone.
So something like "I know you are sad Daddy's leaving, but I will be home after your nap/dinner/whatever. I love you."

With DS I have found waving goodbye helped. We would walk out the front and watch Daddy leave in the car. Not sure why, maybe it gave him a sense of closure?