Yes, agreed.
And it doesn't even need to be announced on the village chat.
And this is roleplay-wise correct, too.
Imagine you want to quit your village, you just step out, scratch off your headband and go about doing rogue/illegal activities.
Remember, Sasuke didn't have to talk to his kage, or kill 3 friends or escape jail to become a rogue.
Gameplay-wise, you can do it so that one of the options when you right-click your headband is to "Abandon Village", which lets you go rogue. You can add 1 or 2 confirmation prompts to make sure the user knows what they're doing.