We don't often say this expression in Japanese.
But if I say, it's "(はい、)楽しみます。" or "楽しんでいきます。”
If we say it in Japanese, we just say, "はい、ありがとうございます。”
Ex.
A: ここで楽しんでいって下さいね。
B: はい、ありがとうございます。
This "いきます” expression does not mean only "go".
It includes "stay there and spend the time" and finally, "go home".
Sorry for my poor English and explanation. If you have any questions, please let me know. Thank you.