Answer:
They don´t leave ¨the state of nature¨, they apply it.
Step-by-step explanation:
According to Locke the law of Nature is Reason, and Reason tells us that no one ought to harm another in his life, liberty or property. To apply this natural law of human beings Locke came up with a political (and social) system that should protect us: a civil government. By the way, I can´t find any references to this guy Penn; does he exist?