Every time you get up and leave such a situation you reinforce the power they have over you; and they do have power over you. That is evidenced by your leaving.
Stand your ground. It may be hard initially, but soon you'll find them amusing in a pathetic sort of way.
You're a free man in a free country sitting in a public place. If anyone should have to leave it's the stupid cultists. Several times when I was in my old neighbourhood I'd be in a restaurant, coffee shop, or other store. When a JW who knows me walks in they see me, turn, and leave. If they see me on the street they cross to the other side. They do that in spite of my never having caused a scene. They just know I won't put up with their shit, and they won't push their luck.
Sometimes they just need to be taught their proper place, and that is best done by standing your ground. You don't need to speak to them. They're not worthy of that anyway.
W