I have this theory that revolves around Anakin going to Obi Wan about his struggles with attachment and overall want to disassociate with the Jedi Order because of their beliefs.
First, you watch as he constantly struggles with the reminder of leaving his mother behind (eventually dying in his arms), then you see his struggles with his forbidden love, and there is also a constant need for a father figure (the fact that he never had a father is honestly the part that bugs me the most about the entire Star Wars story, but we'll continue).
Do you remember who actually had one of these important struggles throughout his own life? Yes, Obi Wan. His lover if you don't remember was Duchess Satine. Obi Wan even specifically states, "had you said the word, I would have left the Jedi Order."
So let's continue; Anakin doesn't have a direct father figure but he does have someone people he looks up to, an older brother you could say being one of them, and obviously that is Obi Wan. Now due to the Jedi and their beliefs Anakin still felt the need to keep all matters of his personal life an absolute secret, BUT, there is one thing that Anakin neglected to watch and that if he would have, it would have changed the outcome of everything and that is how Obi Wan treated The Duchess Satine.
If you were to compare the two side by side (Anakin and Padme to Obi Wan and Satine) you would notice many similarities. From the 2 Jedi going significantly out of their way to protect/save the ones they love and ultimately risk their lives and the way that both Padme and Satine talk back and treat the ones they love. If Anakin would have taken notice to this (he jokes about it but doesn't seem to pay much attention to it, which he does the EXACT same thing for Padme constantly by going out of his way to save her) he could have confessed to Obi Wan about his feelings towards Padme as well as the Jedi Order and attempted to convince him of leaving the Jedi Order to be with Satine. I truly believe that if Anakin would have done this, Obi Wan and Anakin would have left the Jedi Order to be with the ones they loved but remained close and current as both of the ones they loved were a part of the political system for each of their respected systems.
So if we continue with this, the biggest problem Anakin faces is the Dark Lord himself, Palpatine. One of the main reasons Anakin continues to go to Palpatine is because he has developed an almost father/son like relationship with him but in a sense it could be seen more as a counselor than a father figure. Who has him reporting to Palpatine? The Jedi Order. Who has never really trusted/liked Palpatine? The Jedi Order and even more importantly, Obi Wan. If you take Anakin out of the Jedi Order (on his own accord) you strip his need to go to his father figure/counselor, and you give him the ability at that point to go to anyone else he wanted to since he no longer has to hide his personal life, which he did on a regular basis. Some of the reasons we know Anakin went to Palpatine was to discuss his discontent with the Jedi Order, his constant need of love/affection/attachment, and his hidden life that had to be kept a secret merely because of a belief because of the establishment he was apart of. Palpatine is the one who helps guide Anakin's mistrust of the Jedi Order.
If Anakin were to leave the Jedi Order and continue on his own path with Padme, Obi Wan, and Satine Kryze by his side he would have no purpose of going back to that world that he knows is corrupt. And if Palpatine can no longer use Anakin to help destroy the Jedi Order then perhaps he would not be able to at all, at least not without getting the public to turn against him.
I could probably keep going on and on about this theories story unfolding more and more but let's be honest, who wants to read all of that? Amiright?