Apple leaving the EU market is a lose-lose scenario. Customers would have less choice and Apple would make less money.
It's also worth nothing that the whole world is likely watching Apple's response to the DMA (and the EU's response to that) before deciding on what sort of legislation to implement in their own countries.
In this regard, I am reminded of the phrase "kill one to warn a hundred". Apple leaving a market might make them less money in the short run (and no doubt draw a ton of condemnation), but if they can prove that they are willing to not compromise on their platform where it counts, it may dissuade other countries from trying to implement similar policies. After all, if even the EU has shown that they can't effectively rein Apple in, then what chance does a smaller, less influential nation have?
Android OEMs would rejoice, no doubt. The market is effectively theirs for the taking. Exiting the market probably won't be Apple's first option, but I don't dare to say that they will never leave a market and simply capitulate to whatever legislation comes hurling their way. Surely there must be a line or breaking point somewhere where Apple decides that the opportunity cost of complying with regulation is just not worth staying on?
If and when Apple decides to just take their ball and go home, just don't act surprised if you all didn't see it coming.