How do make my puppy less obsessed with me?

I have a 10 week old sighthound puppy that I have had for less than a week and he hates it when I leave his line of sight for even a minute. While I’m glad he bonded so quickly, I don’t want him to develop separation anxiety as I know sighthounds are prone to. We are currently working on crate training and he does pretty well as long as he can see me. The instant I leave the room he is inconsolable. Any training tips to make this transition easier? Is this just him adjusting to a new environment? Will he get less attached the longer we have him? Any advice would be greatly appreciated.