I have never had interviews this bad, but I have had interviews which required travel to get to the interview. Travel which was paid for by the company I was interviewing with. In one case I had an interview with paid travel, and I added an interview with another company on the same trip. I actually accepted the offer from the second company. I think in a situation like the one I described, you should go through the process as far as the interviewers want to, while at the same time politely making it clear that you don't think it's a good fit, and that they could save everyone time by concluding the process.