My pet peeve is when one player (usually me) falls behind because of a bad shuffle or attack timing early in the game but has no way to recover. It's no fun playing out turns 7-15 if the conclusion is preordained.
For 2 player games: If you genuinely feel that you have nothing to learn from playing on (even when you are going to lose it is an opportunity to experiment) then simply congratulate your opponent on playing better and resign. Even if it's clearly because of shuffle luck, you can still retire gracefully and acknowledge the defeat.
For 3/4 player games it's a different story because it dramatically changes the game dynamic.
Of course, the next reply will be "my pet peeve is people who resign".