They often don't like to be watched. They're pretty helpless with a meal halfway down, so if they're the slightest bit insecure it's safer to retreat, or pull the meal into a safe place to swallow it. Also, sometimes they can get distracted by movement (might not have to be in their line of sight even, if they catch a glimpse of reflections in the glass) and think there's another mouse over there.
I wouldn't worry. I kinda like to watch my guy eat, but most of the time I just leave the room as soon as he takes his food; it's much easier than trying to hold very still, and I know he won't be bothered.