Megan Thee Stallion is leaving "Moulin Rouge! The Musical" early due to her split with Klay Thompson, who she alleges to have cheated on her. The rapper, who broke down in tears during her Broadway performance on Saturday, did not give a reason for her early departure. She thanked her fans and the cast and crew for their hard work and dedication. Megan, who had been performing since March 24, was hospitalized late last month after feeling sick during her performance.