I wouldn't say that I've 'walked out' of my last two gaming groups as much as 'just stopped playing.'
My current group of friends (who I've been playing with for about two years) are good guys and a few of them have taken a hand at DMing. The first major game was 4E and we played it for several months before I just decided that the constant combat and SLOOOOOOOOW moving story just didn't suit me.
The second game was a Star Wars Saga Edition game taking place in the Legacy Era. I just stopped going to that one because (maybe because of my focus on 4E rules) our PCs were ALWAYS just one hit away from death during almost every combat encounter. It sure didn't feel like I was a powerful Jedi (we were at levels 4-6 through that campaign). I don't know if I was spoiled or just disinterested. The campaign was okay but George Lucas really ruined my ideas about Star Wars so that could have been it.
Speaking of rules--if a rule seemed unpopular both DMs (in the above campaigns) would usually wing it for the session then we'd talk about it afterward. I really like that they listened to us about the things that we didn't like and they were continually seeking feedback.
I guess sometimes we just leave games out of lack of interest and not conflict.