I admit I've done this sometimes, but never with your publication.

When I do, it's not a criticism of the editor, but sometimes it's because I've realised the piece would be better suited to a different publication, or because I am keen to have something published that day, and prefer to self publish if they don't appear to be around.

Some, I send back to the publication if they accept self-published material. I wouldn't take that personally.

Occasionally, I have also pulled a piece because I've decided it's not finished yet and I need another few days, weeks or months to tinker with it! :)