*not DE-specific, moving to Warhammer 40,000 Discussion section.*
It's tough when it's your regular group. I've never had that happen, but outside of my club, yes. Then, I usually just go quieter and keep to myself. If they are being really obnoxious, I might make a point of ignoring them and just engaging enough to complete a turn and the go back to a book or speaking with someone else. Or give them the hairy eyeball.
I would say 'Thanks' at the end, but not 'Good game.' Why lie? And I would try to avoid them in the future - who knows, if enough people do that then the message might actually get through.
There is a point, however, at which I will always concede and just pack up and walk away, and I don't care what the other person thinks. It's a recreational game and a hobby, I do it to relax and have fun, I don't need extra grief from it. And that's what I always tell my son to do, as well.
If no one ever jacks them up at all about it, then they will never change.
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