One of the world’s greatest philosophers lies soaking wet. The famous open necked white shirt—as ever unbuttoned almost to the waist—is plastered to his chest. Bernard-Henri Lévy is splayed out in a freestanding white bathtub on a stage surrounded by just under 1,000 people who have just gasped in shock. The perennially elegant Lévy has—for the briefest of moments—stepped out of character. Last Exit Before Brexit is many things: a play, a monologue, a piece of performance art, but above all it is a cri de coeur from a deeply European man to a recalcitrant Britain. And it is a powerful one. For Lévy, Brexit—the UK’s decision, taken in a referendum in 2016, to exit the European Union—was a colossal mistake, one that…