Coworkers have come and gone, but there is a core group of guys who have worked with me for a long time. I consider them friends. Leaving them without a warning would feel like a jerk move.
If I'd only worked here for a year or so and didn't have a great relationship with any of them, I probably wouldn't care so much.
In the past, I've seen more lowly regarded employees let go immediately when they report they'll be parting ways with us in 2 weeks. It's a tricky situation. Do we want a short-timer managing data that affects hundreds of millions of dollars?
I'd guess the strategy should be defined by the relationship with the employer.