Say goodbye then go.... If you disappear, they may get insecure. If you prolong it. it's worse for all concerned. Expect some tears... children often don't like separating from their parents but will usually be fine 5 mins (30 secs?) later.
If it was me, i would let them know you are leaving and remind them once or maybe keep reminding them so they are pepared, reassure them that you are coming back and make it a brief goodbye. if they cry, they will be over it in 5 minutes and have a wonderful time anyway!