Agreed - doesn't happen a lot, at least not with the semi-legits (FS places are obviously pretty different - often they even want to help) but it's a bit of a thrill when they do stick around to watch. I sometimes start undressing (at least taking off my tie and unbuttoning my shirt) before they have a chance to leave the room when I'm at a new place where it's unclear how "semi" the legitness is, just to communicate that I'm not really shy, so they needn't be either. Serves as a good ice breaker and if they do stick around, it's usually a good hint that they're up for a bit more fun than straight muscle tension work.
There was a Japanese girl at AAA (not a regular - I think maybe she comes up from Vancouver occasionally) who loved to stay in the room while you undress.