Almost no one said no....
....but, then there was the case of Black Lightning, early in his career, soon after first meeting Superman and Green Arrow on separate cases.
See why Black Lightning said no....
Testing Of A Hero
Meanwhile, what's the Regulator doing sending rats to attack the local S.T.A.R. Labs....
A Plague Of Monsters
In comes the Regulator, who is Barney Boulton, who use to work at S.T.A.R. Labs until a mental breakdown, and he perfected a device that let him mentally control rats and other pests.
Black Lightning and the League both responded to the menace (with the pests the Regulator used mutating out of control), so the JLA faced the creatures as Black Lightning went out on his own to take down the Regulator, confronting him with who he was really hurting with his actions, which made the villain unstable....and fell to his death.
The JLA stopped the creatures, but, after catching up to Black Lightning, the electrical hero still wanted to stay on his own, as that was how he solved this problem.
Green Arrow doubts about why he was in the JLA, so, he left the team for a while (but came back, realizing the team needed him to watch out for them). Soon after, Batman had philosophical differences with the JLA, finding himself outside the team, and recruited Black Lightning (and others) to form the Outsiders.
...and, later still, both would join the Justice League as well!