You can leave easily and officially Germany during unemployment. Just bring the proof, that you sent your weekly applications and tell the Arbeitsamt officer that you’re leaving. They don’t really care about white collar workers making much more money than they do anyway. Their focus were blue collar workers and special cases like illiterate foreigner anyway. At least 5 years ago in Baden-Württemberg.
Though, it's not exactly a vacation, as you're expected to prove to the unemployment office you are actively looking for a job and interviewing and you're not allowed to leave the country during that period. I mean you can leave the country but you'll not receive unemployment or healthcare for that period.