Upvote:6
As far as I could see, last year, when I was waiting for a TGV at Lille Europe station, an Eurostar train for Brussels called on the same platform I would board my train later. Doors opened, passengers got off then the train departed. In this part of the station like any other in France, the access is open; the usual Eurostar security checks are only for accessing the UK-bound platform. I think this is specific to Lille.
Therefore, you should be able to get off and simply walk out. Double-check your specific train calls at Lille anyway.