Greece leaving would be problematic as Greece owes a lot of euros. If they leave, Greeks earning devalued drachmas would probably default, causing the German banks they owe money to to fail and generally causing a lot of issues. I think they'd quite like to if it wasn't for such problems.

I can't imagine the Greeks are too worried about what happens with the German banks, it seems far more likely they just don't trust their own government to run a fiscally sound monetary policy.

For southern countries, there is also an aspirational element. Knowing you are guaranteed the same rights and privileges as people living in Paris, Berlin or Stockholm is a powerful motivator -- if anything because you know that, should things become completely unsalvageable back home, you can always up sticks and leave to better-run countries.