I believe the women were wrong. In their business as talk show hosts, they should be prepared to face different opinions and even subjects that they are completely against. They knew his political stances. They invited him on the set and then walked out on him because he used a phrase that they considered inappropriate. They are hosts and hosts do not abandon their guests. I wonder if they were planning this beforehand. Did they agree that if he stated something not "PC" that they would leave? They made themselves look like immature grade schoolers.
I do not like politics and usually avoid discussions on it, but this involves decency, politeness, and honor which we claim that America is loosing and then we set such horrible examples.