I personally have never walked out of a class, even tho i have had some pretty aweful instructors taking classes before. That's one of the reasons i became an instructor really, feel sorry for other participants who have to put up with crap instructors.
I have had 2 people walk out on me during my combat class. The first time was when i covered at a new club to me and they had only been doing combat for about 2 or 3 weeks. I went through all the moves before hand but this person really didn't get it and walked out about track 2 i think. I was only about 2 months into teaching and was shocked as that was the first time i had ever seen anyone walk out of a class before. It is safe to say i was a bit annoyed about it for a while but then realised i did all i could to try and prevent it and tried to not let it bother me too much.
The second time was about 2 months ago at the same club. Again it was a newbie to combat and i went through all the moves at the beginning to try and help her through the class and explained you will probably get lost the first time but the first and once you learn the moves you will be fine. It got to track 4 and this person was prancing around from the start, not listening to a word i said and in the end she gave up and went home. This time as i was more experienced it didn't bother me as much as if people are willing to listen to what you say you can't help them. Personally i think she was just put off by the fact it was the first time anyone had asked her to do any hard work and she just couldn't cope with it!!!!
The second time round was definately easier for me to deal with as i was more experienced. It is still not a good thing to see someone walk out of your class as you start to wonder what it is you are doing wrong even if you cover all the bases by going through technique at the beginning and going over stuff through class, maybe it is just you??? But at the end if the day if the rest of your class is happy and they keep coming back and say positive things about you, chances are it is just the odd person who has a problem with the workout themselves!!