How does a child remove themselves from a family sharing?

A child MUST be in Family Sharing.

They can’t remove or move themselves.

A child’s inter-family move can ONLY be accomplished EXACTLY as described here … requiring the concurrence of BOTH the “loosing” and “gaining” Family Organizers:

Move a child to another group using Family Sharing - Apple Support

A Child whose Apple ID age is set to less than 13 cannot remove themselves from Family sharing directly.

The Family Organizer can transfer them to an another family sharing group however.

A Child whose Apple ID is set to over 13 years of age can leave the Family Sharing group by following the steps in the support document you posted from.