If they lose, UEFA are in pretty big trouble. I don't know what form bringing the organisation down is supposed to take, but I can definitely see a lot of people and clubs getting disillusioned with FFP, the administrators at UEFA and their procedures if we walk away with no punishment.
I wouldn't be that surprised if we saw something akin to what happened with rugby union 6 years ago. The top clubs got fed up with the way it was being run, so just quit and formed a new, virtually identical, corporation with slightly altered rules and financial distribution.