If a person is in the masjid & the adhān is called can the person leave to pray in another masjid?

Qu 1 – If a person is in the masjid and the adhān is called can the person leave to pray in another masjid?

[Q&A with Shaykh Ubayd bin Abdullāh Al-Jābirī, April 2009, Madinah]