I've never really ran or walked out, as others have said i've wanted to so much but seem rooted to the chair.
I'm positive my T wouldn't stop me if i walked out.
Once with ExT i said " i think i need to leave now, i want to go home" i was in a really weird spacey and crying mood. She just said " are you having a bad day?" and i nodded. Then she said " it would be such a shame for you to leave when you just got here, i'm glad you came."

It was enough to make me stay.