As a sleepwalker, I agree that waking up mid-walk is very disorienting. If they’re going to do something dumb, by all means wake them up if you can’t convince them in their sleep to go back to bed or redirect them. Once in my sleep I thought I had to feed my neighbors cats, so I left my house and almost broke into their house (they were all home and asleep). Luckily there was enough weird stuff that woke me up.
Basically it’s very disorienting, cause you make a different situation out of reality. For me, I always remember my episodes, if I wake up during them or not, so I’m always semi-conscious.