I've never walked out, but I have canceled appointments after having thought about it. And I think you were 100% right to walk out of your appointment as well.
I had the same dentist from the age of 5 until he retired, when I was around 30-ish. The dentist who was taking over the practice started working a few years before mine retired, and I got a really bad vibe about him from the way the hygienists were talking. I will never forget my hygienist saying, "The new guy is ALL about procedures" and warned me that he was going to push me for bonding, bleaching, oral cancer screenings, etc. Boy, did he ever, once he took over! Every time I left, I took home "estimates" for bond work and bleaching, and I always had to sign a waiver for the oral cancer screening. All of the longtime (20+ years) hygienists left. The last straw came when I was there for a cleaning, but couldn't have x-rays because I was doing IVF and there was a chance that I was pregnant. He lost his mind and told me, "Infertility treatment and pregnancy are going to ruin your teeth." He then did the inspection, told me everything was fine, then turned to the hygienist and said, "Have her make an appointment to have *these two* teeth filled." Surprised, I asked why, do I have cavities, and he said, "No, but I don't like the grooves in them." I pointed out that my dentist had never had an issue with them, to which he snorted and said, "Dr. R let a lot of things go." I reluctantly made the appointment, but later canceled it and booked one with a different dentist. That dentist was VERY surprised and said, "Why on earth would you drill two perfectly healthy teeth? That's just asking for trouble." I never went back to the previous dentist.
Found out a year or two later that he actually killed a patient...he tried to do too many extractions in one appointment, she went into distress while she was under anesthesia, and he ignored it. He had a close call with another patient as well. As far as I know, he's no longer practicing, but I've been scared off.