I think it's bad form. I have never done it, no matter what.
The only time I've walked off is when I can no longer see and am wet through.

I played 9 the other day and it all went horribly wrong, I played to 6 (1/2 my h'cap) but was losing the will to live.

Instead leaving in a bad mood, I played the 10th and 14th just to see if I could find something (anything) to remind me that I hadn't totally lost it.

I hit 9 drives off the 10th!! until I caught a decent one, and then 4 off the 14th!! Something was "up" but better to play like a complete nightmare golfer and find out a few things than to quit.

The problem......

GRIP! completely wrong.....all over the place.....all in the space of less than 2 hours. Went to the range and fixed it.....MMMMmmm, much better.