There are a number of reasons for Sketch leaving the Mac App Store - many of which in isolation wouldn't cause us huge concern. However as with all gripes, when compounded they make it hard to justify staying: App Review continues to take at least a week, there are technical limitations imposed by the Mac App Store guidelines (sandboxing and so on) that limit some of the features we want to bring to Sketch, and upgrade pricing remains unavailable.
And this is yet another lauded developer leaving the fledgling Mac App Store behind. Tapbots' Paul Haddad is pretty on point.
Five to ten years from now, we'll all laugh about how terrible of an idea the centralised, controlled, closed application store was, and mourn the immense damage it has done to developers. A short gold rush, followed by the total destruction of the independent developer community. I hope it was worth it.