Yes, I do this. Sometimes it's because I know they will say a lot of jokes and I have to constantly give the right responses (chuckle, make eye contact, chuckle, say "oh absolutely", etc.) and I just get more and more anxious throughout the conversation. That's total social anxiety. So, no real reason other than that. (I know I don't have to dance to their tune, but I can't help but feel they expect me to, and when I don't I seem awkward.)
But the anxiety is awful -- I get tenser and tenser and freeze up -- so I run away before it starts if I know I'm not up to dealing with it properly right then.
So, I think running away is good, because you know right now you are not OK dealing with the situation.
But you may want to have a few stock phrases to say (and practice) so you can feel confident in your ability to avoid the situation.
Those are super hard, and I'm not well equipped to give them. But you can watch movies and TV (and books and Internet) and pick up a few you like. I was astonished that you can just come out and SAY "Thanks, but I'm not ready to talk more about that right now." -- you don't have to pretend you are OK all the time. You can even say, "I really just need some time alone."
I think selling it is all in the voice tone. If you can get a good video of someone doing this, you can practice it.
Or you can just be the weirdo who yells "No!" and runs away. I am. I literally did that three weeks ago, in a really similar situation, and I'm in my '30s. Sometimes, you're just too vulnerable and anxious. I honestly think that's OK, too.
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Diagnosed with autism spectrum disorder 19 June 2015.