There are certain changes, usually big ones, that don't exactly produce... positive reactions. In fact, they generally produce screaming rants and huge doses of rage at how they were handled and implemented. You know the sorts we're talking about. Star Wars Galaxies and the Combat Upgrade. Ultima Online and Trammel. Final Fantasy XI and the nerfs to Beastmaster "catch and release" tactics. All loathed changes, many of which led to an exodus of players.
Really, leaving a game can be the best way to express displeasure with a change. It's the surest way to send a company the message that they've done something that will no longer justify your monthly subscription. On the flip side, your individual impact is small, you once loved the game... a lot of players will choose to rough it out, in hopes that things will improve or with the knowledge that the changes can't be all that bad. And for games where you have a lifetime subscription or are experiencing it free-to-play, your absence isn't really a deterrent at all.
So, do you vote with your wallet? When you're fed up with what's been done, do you head off for greener pastures? Or are you of the mind that it's not even worth the bother, that they might well not even tie your departure to the change, even if you say so?