Point 1:
Modern airliners fly about 7 miles up. Only the world's most experienced sky divers would consider jumping out of an aircraft at that height (and only with an oxygen supply!)
Point 2:
The doors are sealed and can't be opened from the inside while the plane is in the air.
Point 3:
Anyone managing to get outside the aircraft would be quite likely to be sucked into one of the aircraft's engines.
Point 4: Although there's nothing in the general security regulations, which apply at all EU airports, the airline would almost certainly insist that any parachutes were put into the hold.