Jbear,
People have different experience and are at different points in their ability, performance and technical - so you are getting a wide range of opinions and ideas.
Nevertheless, I can only speak from my decade of performance experience - there are many misconceptions on both sides of performance. If we are not doing our part to create fun and re-educate in a friendly and gentle way, how can we get the audience to see magic for what it is? The way to re-educate is by living by example.
Think about the misconceptions on both sides:
Many performers think that people are just there to perform AT rather than with, if you got people on your side by creating trust, you would have less hecklers.
Audiences think our job is ONLY to fool - and any presentation is seem as a surprise or they feel it is there to distract. We know that it is part of the journey and gives reason for the magic on an emotional level.
Which leads me to your misconception - you saw the spectator saying something as heckling, when it was feedback. Remember, they feel their job is to catch you - so why wouldn't he do his job, when you aren't doing yours?
They also think magicians are trying to make them look stupid - and your response did just that. Imagine if you turned it around and said - really, what did you see - I appreciate the help. Then say, well, since I did a poor job on that one - let me show you an even better one to make up for it. A much more professional and kind answer.
Often our ego's get in the way of creating a good experience - if you take yourself LESS seriously, people may take you MORE seriously. Think about the guy that brags about what he does - then think about the modest guy. Who do you automatically like more? The modest guy right - and you will brag FOR him - another good business concept.
Anyhow, David Williamson talked about how we come across so perfect, that it makes it hard for people to relate. When you show you are human, people can identify with you more.
Imagine you played guitar and someone pointed out you played the wrong chord, and we all know it doesn't take a trained guitar player to recognize when someone isn't playing well. If he handed over the guitar and say...well, show me how it's played then - how would you react?
So to get to the point finally - don't walk away - just say thank you. Feedback is a gift, take it and cherish it to become better. Show them something else - Jbear it seems as if all your solutions involve giving up or confrontation - there are better ways. Think about ways to make the situation better, then post.
You should've just told him about it afterwards...