Many of the stage directions found in Scene 5 of Act 3 are merely used to indicate what characters are coming and going. However, one stage direction that can possibly help to generate sympathy for Juliet with relation to the surrounding lines is "He goeth down(It)" (III.5.42). This stage direction is referring to Romeo descending from Juliet's window into the Capulets' garden using the rope ladder in the early morning after their wedding night.  The stage direction describing his decension immediately follows lines describing Juliet's grief over his absence. We can especially hear her grief in the line, "Art thou gone so, my lord, my love, my friend?" (43). She even asks if they will ever meet again; plus, a few lines later, she very prophetically states:

O God, I have an ill-divining soul!
Methinks I see thee, now thou art below,
As one dead in the bottom of a tomb. (53-55)

Hence, seeing his descension coupled with Juliet's remarks about his leaving allows the audience to feel his absence along with Juliet.