Yeah, that's what they're programmed to do once you bug them too much They go into a little hiding spot in the top-right corner of the game just like the little kids go hiding in the closet.

They do come out by themselves after a few minutes

I have a dog, cat, and turtle. The turtle and dog are still around even though in VF years they must be well over a hundred. (the turtle is understandable). the Cat, on the other hand, has completely disappeared. I am thinking there may be a Cat Burgular in the area!!! Where are the VF police when you need them!!