Think about it from both sides of the coin. An interviewer will never say out loud "You just failed that question, we're no longer interested in interviewing", even though failing one question could definitely break you.
I think interviewers purposefully don't tell you how you've done in your interviews because it avoids any bad feelings/burnt bridges, and having to explain why they've done poorly. IMO this goes both ways, if you walk out of an interview, you better be okay with burning that bridge and explaining to a heated person on the spot why you're walking out.
An interviewer may not say you've failed, but it's common practice to cut an interview short when an interviewer believes the candidate is not up to snuff. I've been at more than one company where any interviewer is allowed to "cut him loose" when a candidate is obviously unqualified.
Why would it be different the other way around? The key is, of course, being polite and graceful about it. But I don't buy the argument that this is burning a bridge. There are plenty of fish in the sea, and it's unlikely that cutting an interview short is actually going to cause you problems in the future.
I think interviewers purposefully don't tell you how you've done in your interviews because it avoids any bad feelings/burnt bridges, and having to explain why they've done poorly. IMO this goes both ways, if you walk out of an interview, you better be okay with burning that bridge and explaining to a heated person on the spot why you're walking out.