Like skipping class altogether, you may be doing this because the class is too easy or you are so lost that you feel you are wasting your time. In the former case you shouldn't be taking the class in the first place. In the latter case you should consider the effect on others of your getting up in the middle of the session and walking out. This is a free country and it's certainly your right to walk out of any class at any time you please. But you may not realize that it's distracting to your fellow students and your instructor. It interferes with the class and affects your fellow students. It is just plain rude! If you are walking out to make a point you can be sure that your point is going to be lost since it isn't clear what it is. You are better off verbalizing your frustration by talking to your instructor or sending a note. It virtually never happens that students leave class early in an advanced course. So, clearly, if you are in the habit now, either you will change that habit, or you'll never make it to an advanced course.
Fine print, your comments, more links, Peter Alfeld, PA1UM