You did the right thing! But it might be fun to think of a good line, in retrospect, that you could have said before turning on your heel and walking out. Like, "Don't be so sad about it. When you get right down to it, life is a rainbow and we might as well enjoy it."

Or, maybe, "You shouldn't speak so loudly about that. People might get the wrong idea that we're all terrible bigots."

Or, "My husband would certainly agree about bisexuals. He hates them."

Or, "what did you say that guy's name was? He sounds like just my cup of tea!"

On second thought, maybe better just to leave in silence. LOL