You cannot leave the HOA, but you can get yourself elected to the leadership and systematically destroy all of its enforcement powers from the inside.

But this obviously takes more effort than simply buying property that isn't subject to a HOA in the first place.

Your state court system may also be able to clear restrictive covenants from your property if the HOA makes any mistakes in enforcement. That is highly dependent on your neighbors, so success is by no means guaranteed.

A lot of HOAs can be brought to heel by threatening to erect antennas on your property, for the purposes of amateur radio communications and reception of broadcast signals. No covenant restricting those types of antennas is enforceable in the US, and most of the HOAs know it, or will know it shortly after consulting with a lawyer.