If I'm in a room with people I know and I plan to leave the room for a long time, I tell them where I'm going. If it's for a short time I do not.
What (if anything) is an appropriate time scale to leave a room without announcing when/if you'll be back?
There's this saying "this isn't an airport, no need to announce your departure". So unless there's an actual need for people to know where I am going and/or why, there's no point in telling them.
If the people in the room are your close friends, that's a different question though.