My wife's pet cat leaves and returns whenever he wants to. While he may not share our capacity for language, his communication of his preferences - nay, requirements - was clear, forceful, sustained, and (eventually) effective.

If a Culture mind were faced with human behavior equivalent to pissing on everything but the litterbox and bolting for the door at every opportunity, I imagine they'd eventually get tired of playing jailer and let their pets go, too.

The stories make it pretty clear that if you want to leave you can just leave (maybe slightly different if you are an SC operative)? Similarly the Culture is fairly open minded about immigration to the Culture - but they worry about that looking like a form of colonialism so it's not like they advertise it...