They never formally joined the Eurozone to begin with, they just allow the Euro to circulate and accept it for payment. It's not even legal tender there, in theory. The integration issues are more to do with how the banking systems of formally Eurozone integrated countries are wired up to the ECB and how countries come to rely on it for "liquidity" (money printing to pay for expensive large government).

Also note that the EU don't like Montenegro using the Euro and tolerate it only because it's tiny/doesn't matter.