It’s funny, after so many farewells in this scene, that he doesn’t use one when he actually leaves. This is the exit line instead of the multiple ALMOST exits previously.
This line is, in its way, many repetitions. It’s the most efficient “Go to a nunnery” sentiment – it repeats that idea, and repeats an exit. And, in a way, it perhaps sets you up for another fake-out. Previously, when he went to leave, he came right back. Is there some vaudevillian trope to be played here? Some physical return and exit again after this line? Or playing with the expectation that he’s set up that he’ll tell Ophelia she should go to a nunnery, making as if to leave and then coming back to say more stuff.
That sense of being toyed with might be enough to send me into tears. Maybe that’s how Ophelia gets to this next speech – out of sheer frustration of “Is he staying or going?”