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Something like "well, was nice meeting you im going to find my friends now" just seems little awkward.
Personally, I can't see anything wrong with that, if it's reached such an uncomfortable stage and is irretrievable.
Since starting PUA this hasn't been a problem because I've only just started approaches and openers which mostly lead nowhere and sometimes end suddenly because I've chosen an impossible location or situation etc. But I expect this will happen to me soon when I can develop a bit more conversation, and I would like to know how others would deal with this.