"Does the alternative you're considering really probe the seriousness of the human condition and provide a gospel that is as deep as the problem?"
There are a lot of reasons why people exit evangelical, Lutheran, and Reformed churches for other Christian traditions or other religions or no religion at all. It doesn't help to speculate or psychologize about the motives and reasons. That's a dead giveaway of resentment to which we're prone whenever we see someone in our number check out.
Furthermore, no one ever makes big commitments, including religious ones, for one reason or one argument. But here are some things to think about.
If you're considering Roman Catholicism or Eastern Orthodoxy, here are ...