Experienced wine tasters, after the initial sip, pour the rest out. Most wineries have special containers at their tasting room bars for this. Of course, if a wine is especially good, by all means drain the glass. If you find a wine you like, buy it. Often, wineries have specials on their wines or have unique wines made in limited quantities that are available only at the winery.
Wineries are in business to sell wines - that is what keeps the tasting rooms going.
This is getting to be more common. Many wineries will waive the cost of the reserve tasting if you buy a bottle. They also offer nonalcoholic drinks for those under 21. People who must bring their children along will find a few diversions for them but not a whole lot of things to do. Each offers something similar and something different.