Etiquette-wise you can just leave whenever the **** you want, and honestly you shouldn't think twice if you want to leave. If there are fish you want to try to not piss them off but what are the good regs gonna do if you piss them off? Not sit at your tables in the future? Oh no! (yes sarcastic)
On the other hand if you are not scared money and value improving and moving up, this may be a good spot to try to play against better players. Even if it's neutral to slightly -ev in the short term, it may pay off a lot in the long term. Not only should you think about how to play against them, but even in hands you're not in pay particular attention to the reg you feel is the best. See what his strategy is against each player at the table and how that strat differs from yours. Think about why he's doing what he's doing, what his assumptions must be, and whether you agree with it or not. Instead of thinking "wow he's really aggro", think about which spots in particular he's aggro. Is he barreling more than most people? What kind of hands is he doing it with? Thin for value or a lot of bluffs? Or both?
Anyway like I said short term the rest of the posts here are right but there is something to be said for improving and improving your long-term ev and just enjoyment of the game. And a day when you're up and not stuck is better than when you're stuck and are probably going to play better. Just play a bit tighter than you normally would and try to observe a lot.