I’m not even a celebrity and am the same way. I don’t do live or any of that foolishness.Everyone famous does this. In most popular spots you'll have some tmz/paparazzi cats just out and about with cameras but for the most part, famous people and celebrities tweet pictures or whatever after they've left.
People see will Smith or Seth Rogan or I don't know some popular director or artist at some local spot and they automatically assume "I'll see if I bump into him and can get an autograph or get signed, into a movie or a song whatever....."
They post pics days later from different states and countries sometimes talking about how good coffee is in Soho. Or Gordon Ramsey's restaurant in Vegas is.