I'm with Hussar here; this is not a rules issue. I don't understand; did other players enjoy this? Why did you think this would be fun? I mean, the DM can always create an unbeatable villain to defeat the players, and you didn't even give them the farce of a roll.
It's a rules issue in the sense that the player thought that he was entitled to a dice roll in that situation. He's not. That's a DM adjudication. "When the rule is used" is a DM ruling issue, just like "how the rule is used".
Bad stuff happens in games. A game would not be challenging at all if nothing bad ever happened. The other players did not get a chance to continue to enjoy the game at that point because he walked out mid-game.
And no, I don't give rolls just because a player thinks he is entitled to one. I have given rolls in the past when I know that the roll does not matter (most DMs do this on occasion), but I do not always do so.
Thinking that they are entitled to rolls happens a lot with some players with regard to Persuasion or similar skills. Roleplay your PC. If I think that what you are saying to try to convince the NPC seems reasonable, then the NPC just reacts positively and we move on. If I think that the NPC is on the fence, then I have the player make a dice roll. Players are not entitled to dice rolls in every circumstance.
And the villain was not unbeatable. The villain was just super smart, able to anticipate obvious ways for the heroes to figure out his game, and was able to avoid mistakes. That does not mean that he was unbeatable. Earlier in the adventure, the villain had attacked the PCs with two supervillains each while they were separated during down time, all as a distraction so that his henchmen could go in and steal the heroes' artificial intelligent computer (the villain had done this to dozens of super hero groups all over the country, and the PCs were the only ones who avoided getting captured). So although there were no clues to who stole their AI, there were clues all over the place for a lot of other things (which the players had their PCs follow). Some paths that a player wants to explore are dead ends. Some things that a player wants to succeed on are going to fail. And some things are just plain impossible to do.
The guy got ticked and walked out of the game mid-game. The following session, it was his PC that flew outside the ship (they were in low earth orbit where it was the optimal location for them to burn up coming back in, followed by crashing), pushed his Flight power, and kept the ship in orbit long enough for the other PCs to do something.
His PC was the one most likely to save the day. It was his moment to shine. Instead he threw a tantrum. But the reason he threw a tantrum was because he did not like the fact that I did not give him a roll. I did not know this about the player ahead of time. I found out. This wasn't the only tantrum this guy threw, but it was the strongest. The other players did not ever act like he did.
I also think that some player's problems with DMs lie in play style differences and not so much in actual adjudications.