recently (within the last week) i caught a 1* & went away from it before it started taming, it despawned. then caught a 1* and 2* & i stuck around until they started taming. after they began the process i was able to leave them without them despawning.
also of note. when i had the 1 and 2* in the pen. day came and they had not started taming yet. both showed behavior as if they were trying to run away as soon as the sun came up, and did not seem to recognize me as a threat. i was able to drop down into the pen and do stuff without any apparent reaction from them. once night came again, the taming process began, and i was again recognized as a threat.