I *don't* think there's anything wrong with leaving a marathon-length interview if you realize in the middle that neither party will benefit (personally, it would have to be *very* bad for me to leave in the middle because I always hope that the situation might turn around and something can be salvaged). *HOW* you make your exit is probably key and very important if you don't want such hostile reactions. It might be best to say something very polite such as: 

>Before we continue the next phase, I'd like to say thank-you for all of the time you've spent this morning. At this stage in the interview, I feel that it would not benefit either of us to continue the process. 

Or something like that. If the interviewer reacts angrily, I think that is quite unprofessional of them. Would they prefer you to stay *all day* only to hear at 4 pm that you decided 5 hours ago that the whole exercise was pointless? I wouldn't like that if I were the interviewer.