I've met lineups at the higher end MP's many times, and have probably walked out more times than I've stayed.Don’t feel bad. Just say you’ll come back another time. You’re not obligated to stay.
I do it all the time.
My usual line is, "I'll come back another time." If the receptionist asks why, I just say that I didn't see anyone that caught my eye.
I never go to AMP's, but even at the lower end spas where there might be one or two EE ladies, I say the same thing.
It's pretty rare that the MPA or receptionist will get more aggressive in their sales tactic, or show you attitude that you've decided to walk.
I find that at the higher end spas, the receptionist will be very gracious, sometimes even saying something like "drop by any time".
I personally wouldn't walk out on an incall SP. I feel like I'm already committed at the moment that I knock on the door. That's the chances you take for an SP that you haven't met in person beforehand.