When I was a child we had a lovely black cat who allowed us to feed and house her for years. She was the most intelligent cat we've ever seen, and she certainly appreciated the supply of free food we were giving her. Nothing suggested that she was about to abandon us, until the day my sister brought home her new dog, and, after a few vicious fights between them, she never came home again. Even after a week or so - when the dog had gone - there was no sign of her. It could be that cats think of this kind of thing as an invasion of their territory, and they feel they have been kicked out or rejected by their owners.
If you've lost a cat yourself, recently, I strongly suggest putting up posters around your local area. Sometimes a cat that seems to have run away has simply been taken in by another person who thought it was a stray. A good idea is to make your cat wear a collar (if they will accept it). Alternatively, or in addition, a vet will insert an identity chip just beneath your pet's skin, which can be used to identify the true owner in case of dispute.