It’s not easy exiting a trade zone. Imagine if California were to leave the United states — the UK’s position is not as tied in, but that would give you an idea.
Each of the EU countries allow free flow of trade (goods and services) and standardized trade laws, rules and well, standards.
To exit out takes time to untangle.
the UK got out on 31 Jan 2020, now the question is how to trade further - and no, just WTO rules won’t cut it, as there are tons of part flows across borders
If California were to exit the USA I’m pretty sure they would soon be putting up fences... to keep people in.