It depends.
With the cases folks describe above--serious misrepresentation--I have no problem just leaving, and politely letting them know why.
One or twice it was a different sort of thin. It was an accurate depiction, but within a few minutes it was pretty clear things weren't a match. In one the apartment she was in just wasn't clean--way too many cats and associated smell, etc. Another time she was certainly over 18 (over 30 best as I could tell), but came across as not all there mentally. A third had two pimp-looking guys way too close. In each case I said I wasn't feeling well and didn't want to pass any flu bug to her, gave her $100, and left. Those were all when I was younger, and all taught me to screen for personality, etc., as well as accurate representation. Haven't had any such problems since, except for once when I really was feeling sick