A timer sometimes works here. Set the timer on your phone or use an egg timer and show the child. OK, we have 3 mins left, and then we have to get out. Once they are verbal, you can try 'should we do 3 or 4 minutes.

A fave towel all warmed up sometimes is incentive to get out.

the 'go away' doesn't last forever, talk about different ways you can say it.