That almost sounds like what my first yorkie did when we first brought home the new puppies. She would go off on her own and sleep in her crate or on our bed upstairs while we were downstairs doing something which was odd for her since she is normally by my side 24x7 when I'm home. We came to thinking she was just expressing that she was a little sad because she was no longer the one and only receiving my attention.
After we noticed it, we tried really hard to give her extra attention so she knew she was loved just as much.
Luckily, she is back to normal now....and having a blast with our new additions
so much so...that she whines for us to get out of bed in the morning so that we can let "her" puppies out of the crate to play. LOL
Another thing I do worry about when a dog goes off on its own is if something is wrong. When dogs are sick or hurt they can go off on their own because they worry you won;t love them as much if you find out there is something wrong. (or at least thats what I've read).