Every so often a child will run out of your classroom, sometimes just to get a water bottle, and occasionally because they are stressed or overwhelmed. It’s your job to balance their needs with the needs of your class, and do your best to get them to come back.
What not to do?
Leave the other kids unattended while you search for a missing student
Let little instances of kids leaving the room slip through. If they are going outside (even to get something from their bag) they need to tell you