Well, a lot of it really depends on the game. Is it a tournament? Then you do whatever you need to to win. Does the difference between winning quickly or slowly change anything? I.e. does it become a 2 point vs. 3 point win? If the way you win doesn't change anything, and the other guy wants to retreat, then it's his loss. The only thing you could do at that point would be to call the judge over to possibly look at the opponent's tactics as slow play.
It's always hard to determine what is considered 'good sportsmanship'. However, being a good sport doesn't mean you should rush your pieces into a situation which could cause you to lose, just because the opponent thinks you should. If you are ahead on points, and both of you are getting gambit, then it is your opponent's responsibility to bring the attack to you. It's not bad sportsmanship to play smart and take advantage of any situation that gives you an edge. That's called smart playing.