Upvote:11
I don't think you risk much by leaving France, it's certainly not forbidden as such, and border guards elsewhere in the Schengen area are unlikely to know or care about the fine points of French law on this. If you exit through a French border point, the most that might conceivably happen is a fine (because staying on a non-validated long-stay visa is technically illegal after the first few months) but I don't think it's likely.
The main issue is being able to reenter France on the same visa and especially getting/renewing a residence permit, which most people who enter on a long-stay visa have to do eventually. Worse case scenario is having to restart the whole process from abroad, wait for a new visa, etc. before being able to come back to France (and obviously risk a refusal). But it sounds as if you are planning to leave France for good so that's moot in your case.
Finally, while it's probably not a concern for you at all at this point, note that any period of illegal stay in France can be held against you should you ever apply for French citizenship through the naturalisation procedure, even many years after the fact.