Or how about-
No, of course you don't. You always have a choice about what you are going to
do. in this room today, the lesson is....or the actoivity is....whatever. You
may choose to stay and participate or you may choose to leave. I would prefer
to have you stay, but if you choose to leave, please go to.......(Whatever, do
not be cofrontational or you will be giving him the power to "get" to you).