There are some folks that just prefer the corporate/charter lifestyle and the ability to have a little more direct control over the passenger experience. In most cases the money and QOL at an airline wins out over these considerations, but I have known a couple guys that jumped back to that side after a few years at a major. They're rare, but they're out there.
Personally, I'm happy they came to the realization rather than hunker down on the 121 side - that way I don't have to listen to them bit*h for two or three days!