As someone who has been accused of having an Alpha Female personality (I can't imagine why, LOL), I think you made the right decision.

I once walked out of an interview in law school. it was during hiring week my first year and getting hired on by a firm for summers and the commitment to keep you after graduation is huge and highly competitive. And to lock it down your first year is rare.

My very first interview was with a large regional firm. I walked out. It wasn't a woman interviewing me, it was a man, but he was so obnoxious. He never looked at me, he went on about himself and bitched incessantly about the whereabouts of some "boy" he had sent for coffee and had apparently been gone far too long. Then he asked me if I had any questions. I got up, said no and told him I was not interested in working for their firm is he was representative of how the behave.

I was hired that day by the firm his father worked for, the largest and most prestigious firm in the region. I told his father about the interview with his son and he laughed and said, "why do you think he doesn't work here?"