When you successfully sneak out of a room you get the "Sneaking..." message.
The problem is, the message is delayed. You don't get the message until you're entering the next room, rather than immediately upon leaving the first room. This means, by the time you find out whether or not you've successfully sneaked, it's too late.
I've noted and we'll look at possibly adjusting this..if this is a low effort change its NBD to add it.