So many possible reasons.
1 - going to meet a 'date' who ghosts
2 - going to meet another CD/T-girl who bails
3 - "Hey I finally got the nerve to go out! OH Sh*t! I'm out... in PUBLIC!" and bolts
4 - "I finally did it! I'm out in public. OK, that's enough for one night" and leaves, satisfied they have achieved a milestone
5 - "Yeah, I'm here, this place is not what I hoped for" and leaves
6 - "Oh Carp! I took too long getting ready! I told the wife I was going to Lowe's. Got to run...."
7 - "Yep, no one here I know, I'll hit the other places"

Two of the places I go to are gay bars that are very inclusive: gay, Lesbian, trans, straight, whatever. One of them hosts drag shows and talent nights, and it's always fun. I have often seen CD's come in, usually alone, or sometimes a pair, and they always seem to have that 'deer in the headlight' look about them. When I can, I always approach with a smile and a "Hi! I haven't seen you here before, you look great! Why don't you join us?" and introduce them to the group I'm with.

I think that some of us 'seasoned vets' tend to forget the first time we went to a place, timid, tentative, and scared out of our panties.