The same question could reciprocally be said for majority of countries which has exit controls.
i.e. in the case of the EU, you're stamped out. Let's say France for example.
As you make your way out of CDG back to the US, you hand over your passport and they stamp you out. You've "exited out" of the EU as you make your way to the gate to your flight to the US. However, if a crime is committed in the area past exit controls, French rules and laws still apply.