Pālileyyasutta

sn22.81:2.1 Then, not long after the Buddha had left, one of the mendicants went to Venerable Ānanda and told him what had happened.

sn22.81:2.3 Ānanda said, “Reverend, when the Buddha leaves like this it means he wants to stay alone.

sn22.81:2.4 At this time no one should follow him.”