"I'm leaving" threads aren't generally allowed without some added side topic simply because people were abusing them, I think. Think about it: If every newbie who came to the forums and decided not to stay were allowed to make a thread about his/her decision, we'd be flooded with such threads. I think the staff allows the occasional "I'm leaving" thread to be posted and remain open, but the starter of said thread has to be someone whose departure would affect everybody on the forums (e.g., a moderator or an administrator) or someone who's really earned it by rocking hard enough (e.g., people like Shlup, Spatvark, and myself, not that any of us is leaving in the near future as far as I know). Generally, you can just come up with some relevant topic and make your thread have a point beyond allowing other users to post "Oh, sorry to hear things didn't work out here, I'll miss you" when that's often not even the case. It's not that hard.

Beyond that, you can PM people who you think are likely to care if you're leaving, and if you're active on Instant Messenger, then those who didn't hear from you can just IM you and ask where you are. If you're returning after a long hiatus, you can just mention in your sig, "Hey, I'm back." Your activity will speak for itself, especially if, on your return, you become as active as, for example, Musashius has been.

Peace
The Man