The players attended the first of two practices scheduled for Tuesday in San Salvador and then left their hotel to return to their league clubs.
El Salvador's Mexican coach Carlos de los Cobos called the situation "lamentable." El Salvador President Elias Antonio Saca, a big soccer fan, was reportedly ready to see how to resolve the dispute.
The Salvadoran federation had reportedly set aside $800,000 to cover the expenses of World Cup qualifying.
The El Salvador-USA game will take place March 28 in San Salvador. El Salvador opened at home against Trinidad & Tobago and rallied from an early 2-0 deficit to tie the Soca Warriors, 2-2, on two late goals.