Because a poltical union is not just something where you get things, but also a commitment (some would say: duty) as e.g. demonstrated by such infrastructure the union put there.

If you want to get out without causing decades of conflict you have to at least get even with them, return things you have gotten through the union and esentially make your secession meaningless.

Seceeding when you hate your neighbours is a dumb and dangerous move, that has historically caused more than one war.

We live in a world where few nations would voluntarily give up their landmass. If we want this changed we need to make it so that borders don't matter anymore (e.g. an overarching governing entity — at least in Europe this has eased tensions between language barriers an places that yearned to receed — but that is a Union).

But the fact remains, just because you live in your own room in that shared rental doesn't mean your flat mates have to tolerate everything you are doing in there if it starts affecting them. We are all connected and pretending that we are not creates situations of tension. The metaphor stops working at some point, because "moving" out doesn't work for countries, at least not on human timescales.

This means there will always be the tradeoff between having binding deals (less freedom to do as you like), but good terms with your neighbours and having no binding deals (more freedom), but being in bad terms with them (on the upper end of that scale we have North Korea).

So freedom for geographic landmasses is always paradox in a sense. Cutting all ties to your neighbours will make you more free to decide laws and regulations they or your deals with them wouldn't allow, but it comes with consequence that you are on your own and interacting with them now becomes very much non-free, extremely bureaucratic and burdensome. Just look at Brexit, and there the seceeding part was at least a nation, so that was easy mode.

In the case of Brexit mostly the English laboured under the illusion that you can get the freedom to decide yourself while keeping all the good stuff they gained by being within the union.

Maybe now you might ask why the union wouldn't let them keep the good stuff?

1. It makes the union meaningless. If you allow one part to ignore the rules of the union, but still keep the good stuff, all nations can ignore the rules of the unions and keep the good stuff

2. Part of the good stuff you gain through unions you gain because your law and regulations are aligned with them. E.g. if your food safety standards are compatible you can get food that has been checked at your place and sell it all over the union without having to check again. This kind of compatibility has to exist in many places. If you are out of the union you got the freedom to have your standards diverge, but if you let it come to that guess what, you got the freedom to fuck up your ability to export things and reap the benefits of compatibility. So either you eat it up and live with much more bureaucracy, regulation and checks at your (now: hard) border or you closely mirror union law, without having a seat at the table — call me stuborn, but both do not sound like freedom to me.

Don't get me wrong, real secession can be a legitimate decision, but I think sometimes people wanting it have the wrong idea of what this would mean, which freedoms are gained and which things they would be able to keep.

IMO the best thing is to accept you are part of the world and try to gain favourable terms with those around you, without pretending they have nothing to do with you, just like in real life.