I would argue that it is the people who must choose for themselves. As the state is supposed to represent the people but rarely does, the state in and of itself has no rights.
The EU will not allow others to leave, as one more country leaving that unholy union will make their house of cards crumble.
Watch the Brexit falling apart. Soon it will be illegal in the UK to voice any none-mainstream view. The criminality of the EU is equal to that of communist China and any other unlawful state power.