It is the same protocol for leaving a shinto shrine in Japan (after you exit the torii gate ⛩️) or a buddhist temple (after exiting the main gate of the temple compound. Turn around and bow deeply once. I am not aware of any specific protocol for leaving a church or chapel but well mannered Japanese tourists probably plays it safe and honors the Christian churches like they would honor Shinto shrines. Also if possible don't walk straight through the center of a torii and never ever under any circumstances step on the threshold of a temple or shrine: step over it.

https://hell.twtr.plus/media/e6e4d0ffba7203d72eff01db9115d9a51a1f3472c5845ef4b3a8e368ffc0d629.file
https://hell.twtr.plus/media/78fc47cec39d7e685aa4dfc3ddff02bfd0ceb0f18b48d0786897c01793fdc57f.file