Once you start a fight, you can't just walk away from it. If the fight
is not going well, you can attempt to FLEE, or another character can
rescue you. (You can also RECALL, but this is less likely to work,
and costs more experience points, than fleeing).
If you lose your link during a fight, then your character will keep
fighting, and will attempt to RECALL from time to time. Your chances
of making the recall are reduced, and you will lose much more experience.