A member state of the empire wasn't independent. Thus, they couldn't simply leave the empire. If they left it usually meant that another power intervened.

Take for example the Netherlands. They were part of the Empire during the second half of the middle ages. In the diet of Augsburg in 1548, two things happened. Firstly the Dutch territories were moved from Upper Rhine circle to the Burgundian circle. Secondly, the Burgundian circle was removed from the jurisdiction of the empire. They were still controlled by the Habsburgs, but weren't a full part of the empire anymore. Eventually they belonged to the Spanish crown and their theoretical membership wasn't relevant anymore.

After all, it boils down to what membership means. Especially after the reformation, the integrity and authority of the empire was in decline. If the emperor or one of the chambers or councils made decrees, the princes could decide to ignore them and get away with it.