I agree with you on that, I open alot of sets, but I also stay in them until I close or get rejected or see its going nowhere. Opening is fun and you can be creative but its only a small part of the game. Its like playing guitar but only strumming, sure it can be ravagingly fun but you wont be playing anything right ?
On the other hand, if you see your set is going nowhere, the girl isnt rejecting you but she's not giving you IOI's and obviously isnt interested, you dont need to stay in, your wasting both your and her times. Just leave with a nice, it was nice meeting you and smile.
Either way, the fun thing about staying in a set is that the more you do it, the better you get at not controlling your emotions, but learn to deal with them and not let them show. So to all you approachers, good thing you did that, but now youve got to work on the other steps to round up your game the best you can
