The second is ambiguous since it can mean ‘I pretended like I was going to leave’ and that conjures up an image of you talking about your future plans to leave. Whereas the first suggests that you are actually walking away, making it look like you are in the process of leaving.

The first is standard English. The second is non-standard, but is often used. So they have the same meaning, but the choice of which one depends on who you are talking to.