Sneaking out of Celestelle could be easy or hard depending on who one was.
It was very difficult for an ordinary student to do so. The floating island's buses required identification to enter, and they were all equipped to match any alternate forms of identification with the First Institute's records.
The academy ensured that a student without permission couldn't even entertain the idea of leaving. For students without background, those buses were their only path to the ground.
Naturally, they wouldn't be disallowed from leaving permanently. Such rules were in place for both their safety and education's sake. They were not meant to chain students and limit them.
Nevertheless, for first years, at least, permission was not easy to receive.
It was a bit different for people from higher social classes. They had various ways to leave the island. In fact, even Gio could call a driver at any time.
