Let me know how leave the room without finishing the match of the room. I alone want to leave the match.

Unfortunately if you're the host there is no current way (to my knowledge) to leave a session without ending it, I highly recommend if you die at any point and want to keep playing, ask the session if they'd mind a restart.

Even if it's not you who dies, it's always polite to ask those who have died if they'd like a do-over, especially if it's early in the mission.