What do I tell them? The truth, generally. I've worked on TM reliability-heavy areas for a few years now and when someone calls out, it ruins the entire day because one person will get slammed with all the additional work that can't be left or passed on to someone else (hello, Food Ave). I would never cause that kind of stress to my fellow TM's unless I was pretty ill. If you just couldn't be bothered to get your time off request in on time or ask around to find someone to take your shift, well, you don't have a whole lot of sympathy from me.
Obviously it's different on open-ended areas of the store like cashiering or sales floor where you make do or call someone in, but where I usually work means there typically isn't anyone trained that we COULD call in even if we wanted to. Not. cool.