I think I did twice, with different T's. I'd sit down just outside the door of the room we were talking in. The first time was in a meeting with a 'lot' of people (pdoc, case manager, nurse of the residential ward I was staying and nurse of the crisis ward I'd stayed that weekend), no one followed me out, after a couple of minutes I returned to the room.
The second time I'm not sure what happened or who were present exactly, but my T followed me out and we sat on the floor of the hallway together for a few minutes.

I also walked out of physical therapy once, because the physical therapist did something that majorly triggered me. I said something like "I'm want to stop for today - we have an appointment for next Monday - bye". Next session she asked me what had happened, whether she'd done something wrong.