sunbvi - the U.S. is one of the few countries which does not require boats to clear out. This can cause issues in other countries since they all require outbound clearance papers in order to clear in. Since the BVI is a common destination and right next door to the USVI the officials there know the score and don't ask for paperwork.
It is possible to clear out of the US, they just use the same form that you clear in on and put a big red stamp on it. I did it when leaving the continental US in Norfolk bound for the Caribbean and also when I leave the USVI for St. Martin or Antigua.