AWWW Eman. I kinda feel bad for them in a way. I don't think it's a question of manners so much as one of expectations and their own desires. I'm sure they aren't doing that to be rude in any way- they just want to be with you and they enjoy your company (and others I suppose) so much they don't want it to end !! That may be why they start it early- to get more out of it all - to be able to spend more time having fun with people they love !!
Having said that- their expectations shouldn't control what you do or how long you stay, nor should you be in a position of feeling guilty about any of that. Maybe if you talked to them about it you may find out that this is the case and they will find out that it's not that you don't want to spend time with them, it's just that you become spent about a party after a certain amount of time. After you've explained this to them- if their expectations are still the same and they put pressure on you, then at least you've given them some understanding of you and then it's really their own problem.
XW