I’m not familiar with the specifics of their argument (frankly I don’t really want to know) but the Constitution conspicuously lacks an exit clause.

Edit: If I had to argue for legal secession, I would say that people have a natural right to self-government, and therefore to secession if they feel that their interests are not represented adequately in the national government. A natural right cannot be abrogated even willingly and any agreement that purports to do so is invalid, in the same way that a person’s right to self-determination prevents him from rightfully being made a slave in any circumstances, even if he were to willingly sign a contract to that effect. But that’s probably not what they’re going for…