Not trying to be funny, but what did you expect? That's what salespeople do, that's what they've always done and that's what they'll do until the end of time. Car insurance is the one that usually crops up on here when they quote high first of all, and then magically drop their prices once you have a better quote, but that's how business works. Granted, it sounds like the bloke may have been a bit more abrupt that a good salesman should be, but in terms of his tactics he's done exactly the right thing. Quote a little high hoping you've got a sucker, then drop to under the lowest quote if you can but give a deadline so that the customer feels like they should go for it now, and hope you don't get booted out of the door.
You did the right thing booting, I'd have done the same.
Don't take it personally, the guy is probably under some very tight sales targets and this is how his company wants him to sell. He knows that if he leaves then he won't get the commission as it'll go back into the pot and the next guy out may well get it, so why bother leaving a card? It's a crappy way of doing things, I know, but it's how the world works and none of us should be surprised by that.
The companies that don't do that and actually offer their best price in the first place in a pleasant manner are the ones that get the repeat business, but usually only end up staying local. Sadly it's the guys that do do the above (or similarly harsh) tactics that get all the big money and end up at the top of the pile, but they're still considered cnuts by the majority of the public. See Ryanair, Tesco et al. It's a crap world, but unfortunately it's just how it works.
I'm with Rich, I would never have considered ringing them in the first place.