Te puedes referir a lo que quieras pero lo que has dicho es UE, no nacionalidad. El primer paso para una discusión correcta es usar los términos correctos.
Naturalmente también estoy de acuerdo que el tema de la nacionalidad es una patochada.
Respecto a lo de dejar la UE:
The president of the EU executive, José Manuel Barroso, answered the Catalan leader in early January, stating that "the situation in Catalonia is a Spanish internal matter." “The EU is based on the treaties, applicable only to the Member States that have adopted and ratified them. If part of the territory of a Member State ceases to be part of the State to become a new independent state, the treaties will no longer be applicable in that area”, he explained.
The President of the European Council Herman Van Rompuy also said that a declaration of independence of Catalonia would transform into a third country vis-a-vis the EU and thus, EU treaties wouldn’t apply.
Viviane Reding, vice president of the European Commission, in February said that although "the Catalans are fervent Europeans," taking into account the rules of the EU, Catalonia "will be outside the European Union within seconds of the vote in favor of independence". Reding expressed respect for the Catalan desire for independence, but insisted that the process of returning to the Union "would not be quick", adding that she would regret "a Europe without Catalonia".
Precisamente porque todo está basado en tratados, Cataluña como tal no ha firmado ninguno y se quedaría fuera. Naturalmente al final todo es cuestión de voluntad, pero no me extrañaría que se dejase a Cataluña fuera por lo menos durante un tiempo.
Dicho esto, tampoco sé qué es más deseable. Seguramente estaría de acuerdo con una situación similar a la de Noruega, que ni siquiera tienen euros.