I don't think wanting attention in and of itself is a bad thing. And wanting to be chased after could also be wanting reassurance - again, not a bad thing for someone to want. I would think an idea might be how to get those things more directly eventually.

I have not walked out on this one I see now, but I have done it before when it was pointless to stay (correcting my earlier response). It did not seem like a big deal. I did not want to be there any longer, the therapist was getting paid either way, it did not seem useful to stay, so I left. Leaving was good for me and the therapist chasing me down would have really set me off.