You have to pick your battles. Putting yourself in a situation where you could be hurt is silly and getting out of there is a good option. Being in a situation where you may be able to use your communication skills and confidence to change someone's behavior or mind may be worth sticking around for. But it's difficult to overcome years of prejudice in a 10 minute conversation and unless you are a MMA champ in heels, the fight may not be worth the principle involved.
