Because you're already most of the way done with the class, you've already paid for it. On the off chance you ever decide to go back, it's nice to know that you got it out of the way. And even if you don't go back, at least you know you toughed it out. I don't know about where you live, but here, schools usually want a transcript from every single school you attended, even if you only took one class and failed it.

I know how failing-school despair feels, that's why I walked away from my only semester at the U of M with a 1.0 Specifically, there was one class I could have passed with very little effort, and I still kick myself for not doing it.

But if life is really overloading you and you're positive that you won't go back, then don't feel bad about leaving.