Guys, the discussion on whether the UK belongs to Europe or not is not useful for the purposes of this thread!
I think everybody understands what is meant by "since the UK left Europe" in the context of flight crew licencing!
OP: You could formulate your question better by stating which licence/ratings you alreay have and what your goals are. If you've only completed up to PPL (UK) so far and you ultimately want a frozen ATPL (EASA), then the earlier you switch from the UK to EASA the better. Sure you can follow through up to obtaining a UK frozen ATPL and then switch, but why? You'll then likely need resit the ATPL TK exams. I'd probably kill myself before having to go through those exams for a second time.