As Quebec separatists discovered unraveling a federation has significant economic consequences and difficulties. And you do not get to unilaterally dictate the terms of the separation.  The SCOC also noted that the rights of minorities are also at issue - think Scotland and Northern Ireland

As the SCOC noted in Reference re Secession of Quebec, [1998] 2 S.C.R. 217 that crushed the hearts of separatists:

"Quebec could not, despite a clear referendum result, purport to invoke a right of self-determination to dictate the terms of a proposed secession to the other parties to the federation.
...
The negotiations that followed such a vote would address the potential act of secession as well as its possible terms should in fact secession proceed.  There would be no conclusions predetermined by law on any issue.  Negotiations would need to address... specifically the rights of minorities."

Exit from the EU is not quite so easy as the Brexit proponents claimed it would be.