If you'd like to say "I'm leaving.", then, you should "갈게요".
"다녀올게요" includes both of leaving and coming back soon.
For example, when kids go to school, they say "학교 다녀올게요"/"학교 다녀오겠습니다" to their parents,
or "화장실 다녀올게요" is also an example to use "다녀올께요."