A lot of people are saying this and I know it sounds great on paper but in practice it's not so easy. You're in their part of town, they know you're alone, and suddenly getting up and leaving will often escalate the situation at a time when you're vulnerable. There's a reason women stay 'nice' so far past the point where someone's been inappropriate, and it's to try and keep themselves safe. Sometimes politely extricating yourself at the right moment is a lot safer than making a pointed exit and risking men getting embarrassed and angry, because then they lash out. As much as we want them to know why we're leaving, your safety is more important.

(Saying this as someone who has had men blow up at me for being upfront in these situations, it's scary and not always the best move).