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If you are going to k-close you need to be number closing or friending her on social media
That's a waste of time. Numbers and social media from the club don't amount to anything.
OP, that's just the nature of night game. High energy environments are make or break scenarios. There is almost never a "I will find you later".
That said, situations in which you've connected with the girl really well and the night is more or less closing, then having that drink with her isn't the worst idea. Generally though, following a girl around the club will never work in your favor.
But like I said previously, this is the nature of night game. Once you understand that, not letting it bother you will come naturally, because there's no reason to take it personally.