The EU has not got an army - yet! Therefore it is a good time to secede now, especially when other countries (eg Italy, Spain) may either decide to leave as well or divide into smaller units.
“The South had an “exit clause” from the federation, and look how that worked out.”
Aren’t you exactly 180 degrees wrong on that? There are no provisions for leaving the republic that I am aware of. Of course, there is the God-given “exit clause” of taking up arms to resist tyranny. But at that point, laws don’t really matter anymore.
I think it is tellingly ironic that the EU response to a member thinking about leaving is to threaten them with paperwork. Well, at least there won’t be war, which is progress for Europe.