They did. Can you cite the section/clause of the federal Constitution that proscribes the 'legally' accepted method, or is this simply yet another instance of you pulling something out of your thin air? ;o)
Article I, Section 10 and Article IV, Section 3 both make it clear that Congressional approval is required for changes in a state's status. Implicit in that is approval to leave as well. Or so the Supreme Court found.
Now, your turn to pull something out of your...whatever and tell us what allows unilateral secession.