They can't. They are always manipulated and labor exploited by some otherworldly magical creature. They are slaves from their "pets" like a toxic couple relationship.
Yeah, I'm honestly surprised that no Cure ever just kind of abandoned the work.
Considering defeat often means the literal end of the world (or even worse in some cases), its no surprise that no PreCure ever gave up. They literally couldn't unless they were prepared to die (or worse) and drag the whole of humanity (and whatever other magical race was asking for help) down with them!
Magical Girls are the embodyment of Sun Tzu's "Throw your soldiers into positions whence there is no escape, and they will prefer death to flight. If they will face death, there is nothing they may not achieve."
