Try to defy a court ruling and see how fast Brussels will slap you if you are EU member even if they are nominally separate.

Or as a EU member can you withdraw from the court without consequences?

They are intertwined.

The EU won't take anyone to the ECHR.

EU laws are adjudicated by the Court of Justice of the European Union.

https://en.wikipedia.org/wiki/European_Court_of_Justice