I'm happy to say it's a small minority of coaches who behave like this. Most of them know which side their bread is buttered on, and focus on their skaters like a laser. The really good ones are thinking about the skater even off the ice.
The best thing you can do if you feel like your coach is ignoring you during lessons is say something. The coach may not be aware of her own behavior, or, if she is, pointing it out will fix the problem. Simply telling the coach "HEY! I'm over here!" (Okay, telling the coach "it bothers me when you take time out of Suzy's lesson to focus on another student" might be more diplomatic) will usually solve the problem.
If it persists, try simply leaving when the coach loses interest in your lesson--just skate away. When the coach follows, tell him that you figured the lesson was over since he started teaching someone else (and that the bill will reflect this).
To some extent, this situation is your fault. I can think of a couple of coaches with whom this is a persistent problem, and yet the parents keep putting up with it, and new parents keep signing on. And then complaining about it. Everyone knows what these coaches are like, but because they are the "prestige" coaches (whatever that means in a non-competitive rink), they get away with it. Coaches get reputations for a reason. This is one instance when listening to the gossip is a good idea. Then observe the coach; if you spot this behavior consistently, stay away.
The other problem is coaches that phone in the lesson. This one is harder to mitigate, because it's less obvious. Ask the coach what you can be doing to keep the lesson interesting for both of you.
If your coach seems to be tuning out during the lesson, make it your responsibility to keep her interested. Ask for homework. Come prepared with specific questions that you want him to deal with--give him a reason to be engaged. Let him push you to the next level. Especially with adults and once-a-week skaters, coaches often feel like they are teaching the same lesson over and over. It is very difficult to stay focused when the student makes no attempt to improve on their own.
Be an interesting, engaged, demanding student and the coach will respond.
How have you gotten the coach's interest back?