So walking out and not participating in a group prayer is a personal expression of religion? And choosing to stay and bowing one's head in prayer isn't an expression of religion?
Of course they have a right to walk out. Whether they stay or they leave, they are expressing themselves, they are making a statement.
No. It's a personal expression of contempt for the practitioners of a specific religion, some of whom may well be their constituents.
That is highly inappropriate.