I’d certainly let them leave if they wanted to. These are very recent borders, btw, agreed upon after the Crimean situation and with an eye to creating a stable border. I think they were poorly drawn and, in addition, Ukraine has been attacking these areas steadily, which certainly violates any security guarantees the Ukrainians had supposedly given.
This has a much longer back story than most freezers realize. Then suddenly joe Biden blundered into it and made it bad to the tenth power.
Just to understand, if California wanted to succeed and become part of mexifornia, you would let it? All joking about California aside, such a decision would be suicidal for the government that allowed it and for the nation as a whole.