The most common and most likely answer to this crossword clue is the 6 letter word EXEUNT
I've seen this crossword clue in Financial Times
E
X
E
U
N
T
More clues leading to the result EXEUNT
- Go out in river boat lacking power
- Go off former European Union? Nicest on the outside
- Are Leavers not disheartened by Britain’s future status?
- They leave old English books outside university
- Former partner playing tune in order to leave the stage
- Old tune playing, they should leave the stage
- Flower and rotten nut they leave on stage
- Old tune playing as they leave
- They leave old tune out
- They leave on river with craft losing power
Buddy explains!

The straight part
We know that "they walk out" is the straight/definition part of the clue. The straight part is often a synonym or definition, in this case they walk out = exeunt.The cryptic/wordplay part
In cryptic crossword there's often an wordplay/cryptic part as well.This part involves a more complex hint, such as an anagram, homophone, hidden word, etc.
Sadly, We don't have an explanation for this specific crossword clue yet.
What does EXEUNT mean?
EXEUNT noun- A stage direction for more than one actor to leave the stage.
- An act of one or more actors leaving the stage.
- They leave the stage (a stage direction to two or more actors, the plural counterpart of exit).