If Bono stopped the show and said, "Yes, it's true: I am in the Illuminati, and you are all going to sell your souls to Satan." And then Edge sacrifices a goat on Larry's drums and sets them on fire.
Pff, I've been to a wedding in Iran where they actually did kill a goat in front of my eyes. Cut that animal's throat a few feet in front of me before I even knew what was happening. In a way it was a good thing. If you like meat, like I do, its good to be reminded from time to time that that piece of meat you're eating used to be a living creature.
As for the OP, only show I ever walked out on was a Deep Purple show in the 90's, when Ian Gillan had been replaced by Joe Lynn Turner, and it wasn't necessarily that the show was bad, I just had to catch the last train.
But I did give up on going to U2 concerts because of the Vertigo tour. And again not because it was bad, but because I've become disgusted by the way tickets are being sold. At the time you could still get tickets by standing in line and I wanted to get some GA tickets for one of the three Amsterdam shows. When I arrived very early in the morning there were about 97 people in front of me, which is fair enough. They were willing to get there earlier then me, they deserve to get first pick. But when the ticket sale started I saw time and time again groups of people walking away with 5 or 6 tickets each and I just KNEW that most of those tickets were going to be sold on the Dutch version of eBay. And by the time it was my turn there were only tickets for the last day in the nose bleed section way in the back available. And that is not the way it should be. Fans should not be forced to pay through the nose because other so called fans buy most of the tickets and then resell them at inflated prices to make an extra buck.
And then there was the Vertigo show in Munich. I had made a deal with a German who I often traded bootlegs with at the time. I would get him a ticket in Amsterdam, he would get me a ticket for a German show. Which was going to be Munich. So we went there, very early in the morning to be in the front section. Now in the Netherlands queuing is orderly. Everybody gets in a line, fans even organize a number system. All perfectly fair IMHO. Oddly enough the German fans in Munich had no system whatsoever beyond a mad rugby scrum come the time when the doors were about to open. So we stand in line in front of one the gates and again fate cursed us because while at the other gates security couldn't care less and were letting everybody run in without even checking, no, at our gate they had to pull out everything but the anal probe. Causing such a delay that by the time we were in the inner section was already full. That's the closest I've become to becoming so pissed off at a U2 show that I would walk away. Wasn't the band's fault, just shitty German security and fandom. Which I find so odd, because if anything Germans are so renowned for their efficiency.
Anyway, the events of the ticket sale and the Munich affair left such a bad taste in my mouth I no longer even bother to go to a U2 show. I'll just download the live recordings and enjoy them from the comforts of my home instead.