That happens to me a lot too. Actually, part of it is that my sleep schedule is out of whack, so I ditch class because I'm tired. I do feel guilty sometimes (although to myself mainly, and not the teacher). If I can catch myself up outside of class and return and completely understand everything, then I feel better.

I don't think you're hurting your teacher's feelings though. It wouldn't bother me if students didn't show up, or left early (it's actually happened before).