I've had a few panic attacks, a combination panic/sobbing attack, and some uncontrollable sobbing at various points. And I asked to use the bathroom during one panic attack and did, so I guess that counts as leaving the office (felt sick and needed a minute alone).

I also asked to leave for a minute during a recent panic attack in my marriage counselor's office (and I never have them in there--sobbing, yes, but not usually panic). He suggested that instead all three of us leave the office and go walking in the courtyard. Surprisingly, it helped. I think it took away the feeling of being trapped in the office, of having both of them looking at me, and the fresh air and movement helped. So I did the same with my T the next time I panicked in there. Seems to work better than sitting there and trying to get myself together while my T asks if I want to do some relaxation exercises.