I doubt any parent is likely to take their child and walk out at the start of the class. Would be much nicer if they said this the week before to save any embarrassment to the parent/child.
We had a parent at my ds's school object to photos when her dd started. No-one was allowed to take photos during the Christmas play. Funily enough she changed her tune when she realised no-one, including herself, was allowed to take photos of any school event. Plus the school found it really hard to police. Because what do you do if a parent whips out a camera or phone during the performance? Are the teachers expected to march across the hall, climb ove rthe chairs/parents, and remove the camera/phone from the parent?
The school now seems to put any child who is not meant to be in photos in a full face mask, stands them at the side of the stage, and usually behind several taller children so they can't be easily seen by anyone. This is if the parent refuses to remove them from the performance.
I know there are genuine cases where, for whatever reason, parents are trying to protect their child. But it is simply unfair on every other child and parent there and they need to consider that when they make this request.