I cannot work out what exactly plays off here.

By walking away, Bernie gave the reporter a cue that he wasn’t going to allow her to continue wasting his time by repeating a loaded question, and that if she wanted an interview, she couldn’t do that. She apparently got the message.

But I think what he does is usually used as a haggling tactic.

That’s a pretty astute observation.

I wonder where he learnt how to do this.

For what it’s worth, what he did is similar to a customer at an auto dealership who walks away when they feel a salesperson is wasting their time.