I just listened to it a couple of times and I agree with you--she's definitely singing, "leavin' here blues" in the last line.
As to the title of the song, if the sole criterion for what the title should be is what was sung in the last line, then I'd have to agree. However, is that the sole criterion? There are other possibilities. One is that since "Leave" or "Leavin'" occurs in every verse and since the song is sung by a "gal" and the theme is that she's "leavin'," one line of reasoning (or perhaps "thought process," if one does not consider this to be "reasoning") would lead to the title, "Leaving Gal Blues."
I've always been curious as to how songs get their titles. Sometimes it seems clear and straightforward, such as when the title comes from a line or the theme of the song, but in some cases it's less than clear.
In any event, the above is what I think, and is not meant to be the last word. I'm sure that there are other possible--and probably better--explanations.