This chapter contains the aftermath of the attack; Jem is recovering in his room, the doctor has been called, and Scout is asked to tell everyone exactly what happened during the attack. Aunt Alexandra is visibly upset at everything that has happened; the very first line has her so shaky on her feet that she has to reach "for the mantelpiece" in order to steady herself. Imagine your loved ones coming in from a brutal attack-it is pretty shocking and upsetting. After they ask Scout to tell what happened, Alexandra has had enough. She is probably afraid that if she hears any more, she will faint. She states, as she leaves,
"I'm just one person too many in here...I had a feeling about this tonight-I-this is my fault...I should have-"
From these statements, we can infer that she feels like she will not be helpful during the inquisition of Scout, and probably doesn't want to hear the details because they would be too upsetting. There are enough people in the room to take care of Scout and hear the story. Also, she is reeling from a sense of guilt; she said that she had a feeling that something was wrong tonight, but she hadn't listened to it. So, she feels responsible for what happened. This is so upsetting for her that she probably needs to go lie down to process it. Of course it isn't her fault, but we often blame ourselves when loved ones are hurt, even if it was not our fault at all.
I hope that those thoughts help; good luck!
I think we can also infer that, like Atticus, Alexandra assumes it was Jem who killed Bob Ewell. Chapter 28 ends with Heck Tate saying that Bob Ewell was dead with "a kitchen knife stuck up under his ribs." Chapter 29 then begins by immediately continuing where Chapter 28 stops: " Aunt Alexandra got up and reached for the mantelpiece." The implication is that Alexandra is physically stricken by Heck Tate's news.
Atticus' first response to Sheriff Tate is to ask him if he is "sure." Tate responds that Ewell is "dead all right." Atticus then says, "I didn't mean that." Atticus means "Are you sure Jem killed him?"
This shock, added to the attack on the children and having to listen to Scout perhaps explain how her brother stabbed Ewell, is more than Alexandra can bear. She has to take refuge in her room, but only after she asks, "Is it all right if I leave?" Alexandra is shaken to her core.