He left immediately after we had sex... didn't even say goodbye?

I can't help but feel really stupid and ashamed of myself. I ended up having sex with this guy that I met last night. I had gone out with him and his friends once before. I knew that it was just a one night stand, but I wasn't expecting him to do what he did...

Literally right after he finishes he tells me he needs to go smoke a cig. He asks me if I want to join him and I say no. Well after a while I'm wondering where he went and he just left... I have never felt so dumb after sex. Like I know it's probably my fault for hooking up with him but really? He couldn't even say goodbye?
He left immediately after we had sex... didn't even say goodbye?
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