IMO, this works because separation anziety is a lack of confidence. This method tells the dog, in subtle ways, that when you leave, you come back, and since you don't make a big deal about leaving, it must not be a big deal.
They often get their confidence from how WE treat the situation. Act like it's no big deal, the dog will get the idea that it's not.
I'm on a basenji email list, and we were told of a basenji that had separatoion anxiety. If they hadn't lived in a brick house, the dog would have gotten out via a hole in the house.