I don't know why it's often seen as a 'bad' thing that people who have been well-known/ famous go on to do other things. The press like to portray them as losers or failures in some way- 'past their best', as if leaving celeb-dom (by default or choice) marks them out as lesser human beings than they once were. We all know how fickle and fleeting the world of celebrity can be. 'Ordinary' people make career/ life changes through necessity or because they want a change. I don't see why those formerly in the public eye should be any different. For all we know, many of them might not miss it at all and be glad to be living reasonably (or better) fulfilling lives in whatever they are doing now. Doesn't mean that their talent has faded or that they have 'failed'...life just moves on and evolves.
Maybe some feel that they have become better people since leaving the fame behind. It might even get boring...someone working on a serial drama might be getting up at ridiculous hours, waiting to be 'on call' for much of the day, not getting home 'til late at night and thus not having much time for anything or anyone else. Then there's the pressure to have a 'public face' and do the rounds of interviews and so on. Might be great for a while but I'll bet anything some will get tired of it all and just want out.
It's the ones who get arrogant and cocky, who go on to ruin their careers by being obnoxious and believing that they are more 'special' than they actually are who merit the most criticism, IMO.