Uber and Lyft aren't profitable, never have been and may never be. The idea is that if only you build a strong enough brand and network, somehow there will be money in it.
In the meantime, they'll operate at a loss. If they leave the California market, they'll simple lose money slower.
I never understood the way Uber wanted to win. There is essentially zero moat, especially because the drivers are not employees in their model. So even a small competitor can just slightly pay more to the drivers, and cost slightly less to the riders, to grow. The only way out is replacing the driver, and protecting that technology. I don't see either of that happening. If technology gets good enough, Tesla/GM/VW will have it too. And they have a cheaper access to cars.
In the meantime, they'll operate at a loss. If they leave the California market, they'll simple lose money slower.