Without requesting permission to leave? leave where? the room?

Does "without requesting permission to leave" mean "without requesting permission to leave the room (where he/she was sitting now so that he/she could check out the condition of the "learner"/the victim)"?

Context:

There is a little-known factoid about the Milgram Experiment, reported by http://en.wikipedia.org/wiki/Philip_Zimbardo: none of the participants who refused to administer the final shocks insisted that the experiment itself be terminated, nor left the room to check the health of the victim without requesting permission to leave, as per Milgram's notes and recollections, when Zimbardo asked him about that point.^[11]
Milgram created a documentary film titled Obedience showing the experiment and its results. He also produced a series of five social psychology films, some of which dealt with his experiments.^[12]