The EU makes it as difficult as possible to 'secede' as evidenced by their actions post-Brexit. Their minds are 100% focused on how to make it as painful as possible to reduce the chances of anyone else leaving. This is the mentality of a law enforcer, not a peer.
What? Its simple to secede from the EU. You just declare that you are doing it, and two years later you are out. In those two years, you may or may not be able to negotiate terms with the EU to provide for other-than-default relations after you leave, but its not at all difficult to leave, except insofar as by leaving you risk losing all the benefits you gained from being in the EU (but if you thought that you were getting a net benefit from being in the EU, presumably you wouldn't be electing to leave in the first place.)
Likewise, any UK Parliament can revoke any law, including the European Communities Act, if Parliament wishes. In which case from a UK legal standpoint, the UK would cease to be a member of the EU regardless of what the EU might think. From a UK point of view, invoking Article 50 is the polite thing, not a legal requirement.
https://en.wikipedia.org/wiki/European_Communities_Act_1972_...
British Ministers have spoken repeatedly about their frustration at finding out they cannot implement law changes wanted by their constituents because they conflict with EU law.
Yes, the European Communities Act can be repealed at any point as part of the process of exiting the EU. But until that happens, EU law has primacy over Parliament's own laws both by widely held legal understanding and social convention.
To reinforce it one more time: by your logic everyone is sovereign and can simply choose to ignore the state at any point. It's an intellectually useless argument because it ignores the behaviour of the courts, the existence of laws stating the opposite and the ability of the state to force you to comply (which may in fact be via fines rather than jail sentences).
Everything the EU does can be done without these hacks (one alternative would be to negotiate acceptance of the directive as individual treaties), but the governing structure streamlines what would otherwise cause a whole lot more bureaucratic hassle by having created a legislative process which isn't really a legislative process, except that the member states have committed to taking the output (the Directives) and implementing them into law. This ensures that no legal delegation of sovereignty needs to be done, because national parliaments can choose to say no. There would be consequences, but they have the right to.
It also, despite the many flaws in how it is done, delegates some of this decision-making authority to the EU Parliament, something which is only possible because they're involved in deciding on Directives, not laws, because there is no legal basis for them to legislate. Even so, this involvement is limited because there is also no legal basis for Parliament to exercise the executive powers of the member states that is used by to actually bind the member states under the relevant treaties.
I don't think anyone (other than lawyers making money advising on it, perhaps) actually likes the current system. But it sort-of works, and the poblem with trying to reform it is that people dislike it for diametrically opposing reasons: Some wants a federation, some wants powers pulled back. So it's one of those compromise that makes everyone equally miserable.
We already have experience with this, in that the ECJ is already the highest court for matters of European Union legal matters, such as the interpretation of directives, and national courts in EU member states will often need to interpret cases in light of EU law.
You may consider that just playing with words, but it makes the difference between being legal, and being a violation of constitutional law of a large number of member states, and as a result it makes a substantial difference in how the EU can be legally structured.