I'm sure it's not for no reason. Is it difficult to imagine a (particularly bad) candidate throwing a miniature temper tantrum if s/he knew that leaving before lunch was a rejection?
In my previous company, one candidate became belligerent and physically pushed interviewer away from whiteboard after interviewer told him that his solution is not correct. Interviewer asked candidate to wait a few minutes, left room, called recruiter who in turn called security to escort candidate out. My desk was just outside interviewing room and I saw the long glance that the guy gave to interviewer - it was "if i see you again, I will kill you". Or at least I interpreted it that way.
Company (and interviewer) decided not to bring charges so I assume he continues to interview at other places. There are non-zero number of unstable individuals who do not handle rejections or criticism well.