Yes, I totally feel guilty every time I leave! It used to be worse when I only had Bella- she was just sooooo sad when I left- she would sometimes run out into the garage and put her little paws up on my passenger door- looking up at me like "take me with you mommy, don't leave me today!" It's gotten soooo much better since we adopted Baci and they have each other to play with. Also, Bella has been with us for over 4 months now and she now knows my routine and although they are both overjoyed to see me when I come in the door, she doesn't look so sad anymore when I leave. I think as your little ones get used to the routine and when you will return- they will adjust more and more. Also, I think they sometimes feed off of our own anxiety about leaving them. I do feel less guilty now that they have each other, so I think they sense that and feel less anxious about it also.
hehehe- Baci sometimes tries to run off with and hide my shoes so I won't be able to leave though