". My understanding is that a supervisor having a low completion rate is a black mark that can hurt them, especially if they're chasing tenure."

Normally, during tenure decisions, the grad students and postdocs will be interviewed by the dean. If you work for a pre-tenure prof, and decide to leave, meet with the dean and let them know your concerns before dropping out. Make sure to include lots of physical documentation, such as emails requesting you to do inappropriate things.