As one who moved around quite a bit, I've been a member of several non-Baptist churches. I joined a non-denominational Charismatic church just after I was saved. I've been a member of a couple of other non-denominational churches, different Assemblies of God churches, a Presbyterian church, and several Southern Baptist churches. For me, where I lived was a major factor. Even my current church, which I really love, is only a five-minute drive from home.
Why do some leave? I believe it's a lack of proper discipleship. This isn't just a Baptist problem, but a problem with the church overall. We aren't very good at leading people to Christ, and we are terrible at keeping them. I believe we need to put more effort into small groups where we can build relationships with our brothers and sisters in Christ. We cannot grow in isolation, so we tend to look elsewhere for spiritual food and fellowship.
Unfortunately, a lot of young Christians leave the church when the go off to college. They are especially prone to do so if they haven't been properly discipled. The more mature Christians have a duty to mentor those who are young in the Faith. As we can see, we are failing quite badly.