“Being devils advocate for a moment, it could be argued that whilst it would be nice to see the EU implode, what if it didn’t and we left and we’d be an isolated country facing the combined and pooled diplomatic, political and economic resources of a very large and spurned quasi-empire that will want to crush us and make us suffer for our impertinence at leaving them. We don’t have the juice to negotiate on equal terms with a political entity 10 times our size in population and a much larger economy.”
We could offer you territorial status...
US Territories are essentially colonies.