Lurcherboy does that. Always gets up and sits/lies near the window just as dh leaves his office, even though he takes an hour to get home. He even does it on the first day dh starts a new job and there's no way he could know where/when he is leaving, iyswim. He then stands up and looks out the window wagging his tail at the time dh would be getting off the train at the local station and stays there until he gets home ten minutes later. 
Have you ever read this book? The author is a friend of my Mum's. I love stories about uncanny bonds between people and their animals.
cinnamon I think you've just about hit the nail on the head there - he is a little bugger! 
Thing is, it's not as if he's howling, scratching at the door, losing control of his bodily functions or being destructive, he just whinges and it's such a high-pitched, loud, annoying noise.
I am planning to bore the pants off him repeatedly shutting him in the kitchen and going in and out for different lengths of time, hundreds of times a day over the next couple of weeks and see if there's any improvement. Then if the neighbours do go away I can try going out, perhaps to the local shop etc with the dcs during the holidays and see what he does then.
I did have one thought about the mornings. I realised that it's all of us leaving for the school run and as is the way with morning school runs, often we're rushing out of the door and I am probably giving off stress signals. Whereas for the afternoon run, there's only me here and I calmly and quietly get everything ready to go out a bit at a time, so it's not obvious, while the dogs are usually snoozing away. The whole thing is much calmer.
The other thing is, school runs probably do give him the heads up that I'm leaving, as that's when he gets his green feeder and kong and these days I'm having to form a barrier across the middle of the kitchen to stop Lurcherboy stealing Pip's food when he's finished with his buster cube and kong wobbler or treat ball, so there are lots of exit signs there.
When I shut the door during the day and at bedtime, I just say 'settle', shut the door and sit quietly for a few minutes. If he starts to whinge quietly I just say 'settle' again firmly, that usually stops him and he goes off to sleep. I need to experiment with going out without leaving the kongs etc, but can't do it while the neighbours are here - it's so frustrating. Lord knows I'd love to give up having to go through the rigmarole of stuffing 10 or more kongs a week with sardine and kibble mix - it's really not a nice job for a vegetarian.
I'm half thinking that the summer holidays is my chance to wean him off needing the kongs and green feeder for every school run and if I can get him to just settle whenever I shut the kitchen door that'll be the winning move.
Have a horrible feeling some of this is just 'teenager' attitude though, so it could be we will just have to keep on keeping on until he matures a bit.