This happens a lot in Thailand. Even the national team have resorted to it - most notably against Singapore in 2006.
A few years back, the league wrote a fifteen minute clause into the rules, whereby a team can walk off in protest, but must return to the field within a quarter of an hour. I'm assuming that this is still in force.
It really is bizarre when it happens. And not good for the game.
We've also had refs chased and beaten by fans. And shot at by club officials.