Texas isn't going anywhere, either.
People who want to get elected in Texas use that to cadge votes, because it works, but once they find out you can't defend a nation with a posse carrying six-guns any more and the amount it will raise their taxes to become a real military power with a full Army, Air Force, Coast Guard (370 miles of coastline in the smugglingest water in America), and Border Patrol (1250 miles of border with Mexico, over 60% of the whole border; plus 1400 miles with New Mexico, Okalahoma, Arkansas, and Louisiana). Duplicating the rest of the functions of the federal government won't be a cakewalk, either, and don't pretend they'll just let that all fall flat. Economies of scale mean that being a part of the entire nation is cheaper than going it alone. And Texas' physical scale makes it more expensive to administer, not less. Throw in the added expense of commerce across borders, and no protections against tarriffs from the commerce clause, and businesses in the state doing any business out of state will be crippled.
And Texas is hardly monolithic. Split it off from the U.S. and the next thing that happens is that West Texas will insist on separating entirely from East Texas, and East Texas would be just fine with that. So there's only so far the political fixers in the state are willing to take the issue beyond claptrap at campaign rallies.
It's theater, nothing more.