I've seen this before as well, where doing someone "a solid" actually results in higher expectations for all future interactions, and a feeling that they were cheated in all past interactions.
I usually switch to another window or program as well, in the hopes that the other window/program will distract me long enough to give the slow app an opportunity to recover. If other windows/programs are slow as well, then I start killing processes.
One thing I noticed is that in the feedback balloon screenshot, there seems to be a dot overlapping on top of the feedback balloon. Also, personally, I always like having a "close" or "x" button on these types of balloons, instead of the balloons disappearing when I move my cursor away.
I'm guessing that the dot colors have some meaning? Having a color legend might help (if one doesn't exist already... hard to tell from screenshots and my own testing didn't show any legend.)