Answer:
It's because they are embarrassed and know you will be, too. So they think it is best to walk away and say nothing. Who wants to start a conversation with their parents or children, anyway, while they are masturbating or have been caught masturbating?
There is nothing wrong in masturbating, but you should make sure you are doing it in private in future -- so that this situation doesn't happen again. Try locking yourself in the bathroom or bedroom for privacy.
A:
They probably leave you alone because they were so embarassed for having walked in on you, and they don't want you to make it worse. They did not yell at you to stop because they realize it is a perfectly normal thing and are giving you privacy to finish up.
If they walked in on you in your bedroom then you might want to talk to them about knocking before entering. Teenagers should have some privacy. If it wasn't in your bedroom, then you shouldn't masturbate in rooms where people can walk in on you. If you do then you have no one to blame but yourself.