Wish You Didn't Have To Leave

I was visiting with some friends the other day and out of the blue they said, "I wish you didn't have to leave". What does that mean? I could assume several things about the statement, but one thing I know for certain is, I am going to leave, which  could prove to be embarrassing if I really wasn't planning on leaving. But on the other hand, how could I be upset with them, after  all they just got through saying they wished I didn't have to leave. I really wish I could have told them it's a shame they had gotten so far behind on their housekeeping, but I didn't have time,  I had to leave.