Albert Barnes Commentary 1 Kings 1:22

"And, lo, while she yet talked with the king, Nathan the prophet came in." — 1 Kings 1:22 (ASV)

Nathan came into the palace, but not into the private chamber, which he was not permitted to enter unannounced. Bathsheba withdrew before Nathan entered, in accordance with Eastern customs of propriety. So, when Bathsheba was sent for again (1 Kings 1:28), Nathan also withdrew (compare 1 Kings 1:32).