I've quit long-term saves before, or moved on to another club within the same save, and then lost interest in it very soon after. The best thing about Southampton being relegated to League One in real life was what it meant to any self-respecting, Saints-supporting FM11 player! Then I got bored of winning the Premier League and went to Villarreal, but it wasn't the same. Their stupid banana-coloured football kit didn't help, either.
You find yourself revisiting your old team's screen and criticising the new manager for transfer listing this player or signing that player! And it's really annoying if they become even more successful under the new guy than they were under you! So if you do stop your long term save, I'd advise you to duplicate the file and keep it safely tucked away so that you can return to it again later if you come to decide that leaving was a wrong decision.
Whether I buy FM15 or continue with the current one until FM16 comes out - which I did with FM11 to FM13 - my next save will begin with IFK Goteborg in Sweden and then I'll journeyman my way around the world until I've won the European Champions Cup (which I have only ever won - but multiple times - in one epic ChampMan 03/04 save with Werder Bremen, Hamburg and Manchester United) and the Libertadores Cup (which I have never been in before). I shall avoid England, altogether.