. People being deposed have a right not to answer certain questions at a deposition and can be forced to answer those questions only after the Federal judge has heard the question and thinks it has any probative value. That's not the same thing as saying you can just get up and walk out any time you want. Cross one of those prima donnas on the bench,and they WILL lock you up.
You most certainly CAN stop a deposition until you get a ruling from a judge as to whether a line of questioning is relevant.