There are 3 reasons you might stay in a conversation that you want to leave:
You’re too polite – Many of us feel like it’s rude to leave someone alone after talking to them for a few minutes. It isn’t. People have things to do, and talking is just talking. As long as you excuse yourself politely, your exit will be comfortable.
You’re afraid or lazy – Being in a conversation can be comforting and you might stick it out just because it’s easier than heading out on your own into the ‘unknown’. This isn’t true and you might be selling your time short if you settle.
You don’t know what else to do – Similar to the previous, this is counting on your lack of imagination. There is always something else to do and someone else to talk to. Grab a drink or hit the toilet and then find a friend or another contact.
There are plenty of situations that call for different kinds of exits. The only real rule I can think of is to stay polite. No matter where you are or who you’re talking to, maintaining a civil attitude goes a long way – even when you’re talking with a complete bastard.
At times it can be somewhat enjoyable giving someone the short end and letting them know how little you think of them. However, this is never productive or beneficial. You might just cause more trouble than it’s worth.
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