I haven't walked out of a session, but I have stormed off to the other side of the room before now.

Perhaps off-topic as I was leaving on time, but I did once storm out and slam the front door of the therapy centre - it's really quite a small place and the walls kind of shook when I did it.

Went back the next week expecting to be told off - at best, I expected my T to say he understood why I did it, but it wasn't acceptable. But he wasn't cross at all, and just said it probably gave the people in the other rooms something to talk about.