Mine know when I'm preparing to leave - in the bathroom brushing my hair & maybe spraying a touch of hairspray - Bubba will jump up as soon as he hears the hairspray and go to the kitchen where they stay. But usually they are already there. I gate them in the kitchen where they have evrything they need & 2 beds - but they usually are together in one bed.
I would leave them out, but my biggest fear is that Roxy might fall & hurt herself when she is crazily barking out the window at who knows what.
When I'm leaving for work, I say "Good-bye, mom has to go to that 4-letter word place

- I'll be back soon." Other times, I leave out the 4-letter word part
They just look at me with those sweet eyes that say we want you here mom!