Things I'm thankful for....and one thing I'm not

I apologize in advance for this long post... I'm on my soapbox!

So here's the story. My friend Kristen works at The Mandalay Bay, and she called me telling me she had 2 tickets to see Kathy Griffin in concert. I agreed and we went to the show. We sat down, and just as it was beginning to start 2.... (Hmmmm... nice words?) big jerks, sat down behind us. They immediately started talking... not whispering.... talking. Plus, the lady had a ear shattering cackle that I'm sure people in New York could here. Going to a comedy show, this does not bode well for us. Well they were talking so loud we couldn't even hear Kathy Griffin. Who isn't very quiet. Well my friend had enough so she turned around and said, "I don't mean to be rude, but when you are talking we can't hear her over you, do you mind talking a little softer?" Not rude at all right? Apparently they didn't think so, they started saying "We aren't even talking very loud, turn around and shut up. if you don't like it, move seats. Now get out of our faces" Ok, I'm paraphrasing, but it was kind of like that. Plus the fact that they were putting their hands in Kristen's face. So.. after that tension filled confrontation do you think we were enjoying ourselves? I'll answer that, the answer is NO we were not. Then for the next 10 minutes every time they laughed they would say "No having fun in this section", and "Oh no better not laugh we may get in trouble." Needless to say we were miserable. Were we wrong in saying something to them? I don't know. Kristen was not rude or sarcastic in any way and then they were complete drunken jerks. Well right about that time someone in another section got up and left and people around him started cheering. Kathy saw this and said, "Just so you know, we may be in Vegas, but in this theater it's a police state, and I'm all in support of the Shushers, if you are talking I'm the one that shushes you. So those of you that are talking and carrying on, good luck because I support the shushers." Well our section totally started cheering and the people behind us started saying, "we're in a comedy show not a movie." Finally I turned around and said quit being such d-bags. (but I did say the word) After that they called us the word... You know what word I'm thinking right... the big "C"-word. Kristen looked like she was about ready to punch someone. I was thinking to myself... I'm really to the point that being thrown in jail might be worth it if I punch this lady in the windpipe. (Please don't judge me and think I'm violent but these people were being horrible). Kristen turned to me and said "Are you enjoying yourself let's just see if we can switch seats." I quickly agreed we got up, (I was a little afraid that we were going to get cheered as well, but everyone was silent, I think they were wishing they would have got up and left as well, these people were ruthless). Kristen went directly to the Security guard and told him the situation, asking if we could please get different seats. Well the security guard asked where we were sitting, she told him where, and I'll be honest I was afraid that he was going to go up and talk to them. Now I'm all about confrontation, but I just didn't want to ruin things for the other concert goers. I already felt guilty that we were partially the reason there evening wasn't stellar, I didn't want a security guard making things worse. Well he just walked over by our old seats but talked to the usher and we got even better seats. The funny thing is, we could still hear that cackle.
So things I've learned from this experience:
1: Kristen and I don't think that Mandalay Bay is the best place for us, and comedy shows, after what happened with Joel Mchale, and Kathy Griffin. However the staff at Mandalay Bay, have always been accommodating and for that I'm very thankful
2: Never confront an obnoxious drunk. Or never sit next to one if you can.
My question is this- What would you have done in this situation? Should we have just stayed? Should we have said nothing and just left? (Probably). "WWYHD" What would you have done?