My experience is airline. Generally, people don't leave an airline career. Once you start on the seniority pathway, the progression is pretty much assured as long as you can pass your check rides.
This is just conjecture on my part, but I'm thinking that if you're starting out, you've paid all this money, and you're having difficulty finding a job.... There's this joke that the difference between a junior pilot and a pizza is that a pizza will feed a family of four.
Those early years are tough. That's the only reason I can think of for you to leave: You've found another way to make a living that is more secure.
Again, once you're with an airline, you generally continue, because you're on a great career path.