No disappearing chairs. I watched the scene again to make sure, but judge for yourself:

Empty table is behind Lee partially obscured from view.

This part doesn't work so well in still images, but when Gamby looks back to Snodgrass Lee can be seen standing up and then walking out of view with his tray.

Afterwards it cuts to the empty tables, but the people at the table around Lee are still there. In the final shot, the black shirt/dress of the woman beside Lee can be seen.

Obviously you're free to interpret the scene and episode as you wish - that's the beauty of a good story, after all.