No. That means I’m getting something. Like “I’m bagging that”. It’s a crude way to talked about getting a girl. Also a little outdated.

Hi there Arkadiusz, are these subtitles? I think a number of the subtitles in your questions are incorrect. In the context in which you ask this question "to leave without being noticed", I think the subtitles should be "Yeah, but I'm bailing." To "bail" on something means to leave, to give up, or to stop doing something. It can be difficult when learning another language with subtitles because they are not always translated by a native speaker. Hope that helps.

I think that's a typo, judging by the look on his face he was more likely saying, "Yeah, but I'm shagging"

No worries Chris. We’re all just trying to help.

‘bagging’ does mean leaving in American slang, and it has been around a long time. I would more likely say something like ‘let’s bag it’ meaning ‘let’s give up on trying to do it’. Without the it is more recent and youthful I think. Let’s bag.= Let’s go.