Does anyone have maids who leave the house without telling you? Like to just Jalan Jalan?

No. My helper has never done that before and I think it's a strict no no for me. After all you are her employer and is responsible for her. She should tell you if she needs to go anywhere. But it's also odd if she finds excuses to go out very frequently. I think you should let her know that you are not comfortable with her leaving the house and she should seek your permission if she needs to go out. Helpers usually like to 'test water' so if you just keep quiet, it will become a norm and it will be even more difficult to say no in future.