The only reason this is an issue is because of the aforementioned sallyport.
The only way to get out of KMH is if a person behind the counter presses a button twice – once to open the first door, and then again to open the second door when the first door is closed.
The conversation changes if Howard has a key on him that opens the doors, but even if that’s the answer to the proposed question here the film doesn’t provide us with enough evidence to let us know that’s definitively the case.
This means that the only way for Phil or Nico to leave would be if one of them agreed to stay behind in the store. While it’s true that we don’t know a great deal about their relationship beyond what’s shown in Uncut Gems, it’s pretty hard to imagine either guy sacrificing their freedom for the other.