It is hard not to feel sympathy for British officials tasked with delivering Brexit—and indeed, Prime Minister Theresa May’s promise to “make a success of it”.

Less than two years ago, the civil service carried out a comprehensive assessment of the U.K.’s relationship with the European Union and concluded that, by and large, the current arrangements served British interests pretty well. Now that Brexit has been thrust upon them, they are, by their own analysis, in the realm of dealing with least bad options, a point clearly...