Next time just refuse to dance and end the interview on the spot. I do that and it feels great to see the light dying in their eyes when they realize you're the one "dumping" them.
Feels good for 15 minutes while you burn a bridge and don't proceed at the interview. Presumably they have other candidates, they probably don't even remember you a couple of days later.
It's a matter of not wasting each other's time and energy on futile things. If it's not going well for one reason or another, better to politely end it and let each other do something else with their day.