User blog comment:FairyRaven/Fairy Tail Chapter 429 & 430: Code Blue & Purification Ritual, Review and Commentary/@comment-121.54.54.32-20150420145945/@comment-7418318-20150421075329

I still think they could have left her a note.

"I'm going on a secret mission, but I have to go alone. Sorry I couldn't tell you in person. See you in a bit."

Something like that would have been enough. Since it contains no mention of where he's going, what he's doing or who sent him, Juvia wouldn't have any way to find him, so there's not really any risk of her messing up his cover. And yet it'd have put her might slightly more at ease than just vanishing, especially with the dark markings coming out.