If you say something like, "I can't leave because [horrible circumstances]," then they can play the game of scolding you for getting yourself into horrible circumstances you actually have very little to no control over.
That makes them feel smug and vindicated.
They can claim you're just whining about stuff they can personally blame you for, which not only takes the heat off them, but makes them feel superior to you for not being such a whiner and a loser.
But if you actually do walk away and do your own thing without them, they have to chase after you to make you feel bad, ruin whatever you're doing, and return things to the status quo.
It makes them feel weak and desperate, and they hate that.
Maybe they'll try to use those feelings of inferiority to try to guilt and neg you into coming back.
Maybe they'll talk about how both sides are wrong (but how you're more wrong for going away so you must definitely come back).