Hi there, “It’s a pity you’re not staying” is correct. It matches the present continuous tense, which fits this context better.

It's a pity you don't stay - present simple - repeated, regular action. This has the same meaning as it's a pity you never stay or it's a pity you always leave. It's a pity you aren't staying - present continuous - in progress at the moment. This means that the person addressed is not staying, or is leaving, on this particular occasion.