I typically leave the non-working dog in the car, as it's simply easier. The Grrrlz are both fine to watch other dogs work, but to watch me working "the other one" tends to get them wound ..... in obedience its workable, in agility, with all the prey drive, etc., it's annoying......simpler to just leave someone outside.
They do learn quickly that when you go certain places and then disappear with the other dog, it means you're working them, and yes, that does build excitement, but that's GOOD! It gives you a dog who's excited to work when you get in that door!!