I never think about just leaving the movie or turning it off when I'm with friends. I guess for me, times like this are more about the people I'm with than the movie I'm watching. I will bring my 3DS, some knitting, or a coloring book along though if I'm not in a movie theater. 9 times out of 10, no one minds that I do this.

But now that you mention it, I have no idea why society as whole might have a problem with someone not feeling like finishing a movie. It would be stupid to continue to waste one's time with something they are obviously not enjoying. However, I have definitely sensed that this is an obligation, so I'm pretty sure it's an actual thing.

The only thing I can think of that might help is to only agree to watch movies with people you know won't mind if you don't finish the movie. Or find something else you enjoy doing while the other person continues watching. (Unless the movie is triggering for you since it probably won't help in that situation).