How to leave another's player studio? Not created by myself?

fixed on github:
github.com/lichess-org/lila/commit/178907f53b7882743273ed98e321184ff3a6cc73
so should be fixed on the site as well in a couple of days, see lichess.org/source

the fix is on the site now as well. you should now in every study, that you have been invited to, be able to go to the members tab and leave the study from there.