Brother, it depends. If God is urging you to say something, then say it whether they receive it or not. Sometimes it's a seed that will come up later....even much later. But other times, it is an unprofitable dispute, or casting pearls before swine. So I think each situation is different.That's the blessing I'm talking about. :)
[EDIT] I should elaborate on that. You are through your actions saying that you consider them important enough to continue engaging with them on the subject. By disengaging from the conversation, I am effectively saying I don't consider them or their positions worth my time. Your way is better.