PA-31 pilot reported an air turn back after the aircraft emergency escape hatch opened in flight; then departed the aircraft.

Narrative

On DATE 1 while cleaning the aircraft I opened the emergency exit and verified its operation. I closed the emergency exit without issues. The handle was difficult to move into the closed position but it is usually difficult to move; as my normal procedure when being assigned to a new aircraft I open the emergency exit and verify its operation. I have opened and closed approximately 10 different Navajo or Aztec emergency exits in my last few years of my career. On DATE 2 I took off from ZZZ airport at XA:22z; and climbed to 8;000 feet enroute to an aerial photo mission. At some point in the climb I heard a little bit of air leaking from behind the co-pilots seat and could not determine its source. I Leveled off at 8000 feet at XA:33z. At XA:43z the emergency exit door came halfway open and then a few seconds later it departed the aircraft. I advised ATC that I was returning to ZZZ airport and landed with no further issues at XB:12z. Examination of the emergency hatch latching system shows at all 4 retention pegs appear to be in their correct engaged position and the emergency exit T handle is up and plexiglass clover is in place.