Personally, I find it downright rude and it's evident she lacks basic manners. Walking out on anyone that is trying to speak to you is wrong, she could have at the least said "listen, I don't want to speak about this" and then left.
Some people find it funny as it was Gauhar that was speaking and she speaks a lot trying to convey her opinions. Gauhar isn't the only person like that. Imagine your child did that to someone...would you still applaud it?
Regardless of whoever the contestant is or whatever the situation, people should not forget their basic manners that hold a lot of significance in routed cultures and religions.