If you don't feel comfortable with leaving, tell the mum - say he eels a bit nervous or whatever - and ask to stay. There is a mum in DD's reception age class who always stays at playdates with her DD from what I can gather.
DD never did playdates at nursery, but since starting school (she was 4y5m) she has done. I haven't stayed. First couple of times it was strange as I only knew parents to say hello too, esp at start of term, but DD loves it and she has been fine.