For the same reason, many people regret breaking up with their abusive partner. Breaking up is hard to do.
Let the hurt of that not refute an undemocratic, totalitarian regime for Europe makes for the abusive relationship mentioned above. And the reality of the hardship of leaving will soon make way for the beauty and uncertainty of a brave new world of freedom.
Let’s look on the bright side of life: What are the positive effects of Britain leaving the E.U.?