Personally, the only time I ever quit ahead is if the guy offended me or if we agreed prior to the start (ie., "I can only play one set"). It's my opinion, if you are looking to build a positive rapport, there should be an open discussion prior to the session on when it should end. For me, this is pretty easy because I always have a time I need to leave by. As well, informing the player of other times you'll be available to play can also smooth things over a bit.
If you haven't had this discussion, there's typically an assumption you'll be able to play a couple of sets. You have to remember, the guy is looking to take your money. If he's the favorite, he's going to be upset if he isn't given the opportunity to at least break-even. Now, you may be okay with this but like others have stated before, there's the potential for fall-out. It doesn't matter if you get 75% of the forum to say you can quit ahead, if the guy you're quitting kills your action in the entire room, or worse, punches you in the face, the question of right or wrong really doesn't matter.
The best you can do is be upfront. Prior to agreeing to a game, ask the person how long they intend to play. You can always say, "I'll play you one set and that's it." Nobody will ever fault you for quitting then. If, during the middle of the set, you realize you have to go, simply say, "I'll be here tomorrow (or whatever day). Do you want to pick this up again then?"