The Teshuvas Minchas Elozor (4-45) writes:
" in today's generation, the Minhag is not to interrupt the Rov during the Shabbos Hagadol/Teshuva Drasha.
Only in the olden days, when the Torah was beloved and children were raised to learn Torah, did they practice this Minhag, for Kavod Hatorah, to excite the hearts of the young Bachurim so they too will also send their children to learn Torah.
In our generation, Kavod Hatorah has been diminished.
We are concerned that someone will interrupt and ask questions just to antagonize the Rov. For this reason, they abolished the Minhag of asking questions during the Drasha."
The Shu't Mishna Sochir (Y.D.166) says not to interrupt because the Rov might not have an answer and will be embarrassed.
The Vayaged Yakov (Pappa) once gave a Drasha in Budapest. Someone interrupted and asked him a question. He said he can't continue because the questioner is correct with his argument and his whole Pilpul is wrong, therefore there is no point to continue and walked away in the middle of the Shiur.
A similar story is said to have happened to Rav Shach zt"l.
He walked away in the middle of a Shiur after a Bachur proved him wrong.
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