I disagree when he does it too.
Unless you are about to die, unless you must get off the court and get medical attention quickly or you'll die, play out the fucking match.
I know you know a lot more than me about playing tennis, but I disagree. Continuing to play can severely worsen a lot of injuries. And does the crowd really want to see a limping, in pain opponent lose easily? People just complain of retirements more in tennis as injured football or hockey players can be easily subbed off.