Younger Tony had wandered off in a fit of awkward and Tony -- well, he kept on watching for a few minutes later, until poor Kate Bishop became a little bit too flustered. And until Steve put his shirt back on. That clearly signified the end of the show, and while it had been fun watching from afar he decided (rather cleverly, he thought) that sticking around for the Q&A session afterward was a bit on the absolutely not side of things.
Kate wouldn't appreciate it, and lord only knew what kind of conversation Steve would come up with after that, all soaking wet and well-meaning.
So he offered another wave and then went off in the opposite direction of the one he had previously been going in. Because nothing said Bad Excuse like not actually having a proper destination.