No, only when Marvel began doing their post scene credits stuff but I don't stick for other non-marvel studios movies , I do stay for most of game credits if the song in the background is good or if the game was just amazing and I sit there looking back at what I did, if not then I skip them or stand up to do something else.
I leave when the credits start rolling. Some theatres have to wait until every last person has left to begin cleaning the theatre to prep it for the next showing. Even if there was 1 person, they have to wait for him or her to leave. They want to get started and finish the job as soon as they can. I think it's rude to hold them up.
I don't think it's rude. You pay for it...you shouldn't feel guilty staying until every single bit of the film has ended, and that includes enjoying music that may happen to be playing during the end credits!