I never knew that one either. And yes, Bert storms out in anger at the end of the hilarious checker game skit. Ernie prompted him to leave the premises on other occasions too, such as that one where Bert was feeling a little chilly and Ernie goes bonkers putting all these winter clothes on Bert, only to then switch to the other extreme and get Bert an ice bag, open the window, turn on a fan, etc. Bert exclaims, "I'm getting out of here!" But he doesn't actually exit at the close of the skit but rather shouts, "Leave me alone!" and then looks at the camera and raises his eyebrows. Then there was a more recent one where Ernie is disturbing Bert's sleep yet again and Bert takes his blanket and says, "I'm gonna go sleep in the kitchen." But I guess Bert was pretty forgiving and conciliatory, since he always returned soon. Like in that skit where Ernie eats one of his pieces of chocolate cake and then tells Bert the farfetched tale of a monster being responsible, Bert walks off in anger. But moments later, Bert walks back in with a friendly spirit, "Hi Ernie, I...." (but then walks away again in disgust because he sees the other piece of cake is now gone too). And after Ernie and Bert had a fight that led to the fuse blowing, Bert initiated the apologizing.
There was also that one with Bert, Ernie, and Maria. How exactly did that go? I remember it having a mostly serious tone to it, with Ernie and Bert being very upset at each other. Maria acted as mediator and got them back together. I recall Ernie apologizing for eating Bert's cookies. Not sure if Bert did anything to anger Ernie or if the cookies were the sole reason for the big fight.
But yeah, Bert sure did put up with an awful lot! Buried in the sand TWICE, getting thrown out of the theater because of Ernie, having his sleep constantly disturbed, having his cookies, cake, pizza, grape juice, and licorice taken, and having his nose taken off at least a couple of times! And besides the times where he storms off, Bert also fell backwards in frustration a number of times, chased after Ernie one time, and wildly ran around the room screaming and banging his head on a table four times! (after Ernie took forever to count to ten, then decides to say the alphabet!)