"A practical man can always make what he wants to do look like a noble sacrifice of personal inclinations to the welfare of the community. I've decided that I've got to be practical myself, and that's one of the rules. How about breakfast?" The Pirates of Ersatz, Murray Leinster
From your question I noticed a few things. Nominally, I completely agree with @mxyzplk's answer, so this should be in the way of an addendum.
It sucks to be the leader
In a RPG, it just completely sucks to be the leader. Most players when confronted with a plan, remember about fifteen percent of it for the first fifteen minutes. But they'll certainly remember when you deviate. Leaders get no additional responsibility and no perquisites, but they get all the blame.
In the military this is mitigated with the clear distinction between commissioned and non-commissioned officers. Not least because the isolation provides both support structures and necessary emotional distance (to a degree, of course). Being "elected" leader, especially with the pack dynamics of typical werewolf games is an extremely dubious honour that I'd flatly reject.
The fact that while you may be leader in character but not dominant over the player group makes things even stickier. You need to assert authority within the realm of the narrative without actually having that authority in reality. Again, something that will cause friction and resentment any way you cut it.
Depressing environments bleed emotions into play
The world of darkness does what it says on the tin. Having played in a horror game myself recently, the iconic themes of the world of darkness do not make for "happy" or, for that matter, validating game experiences in the main. (And, if they do, it's a violation of genre.) When you are faced with the stresses of being "leader" which are compounded by the stressors of the philosophies baked into the setting, no wonder you're having a rough time.
Some solutions:
On leadership:
Fundamentally, a gaming group is a relationship. Bad relationships that do not provide validation are a drain on mental and emotional resources. When they don't work, cut them off or change them. In your case, I'd play a game that's a bit lighter in tone and focus: a nice traditional dungeon crawl or similar heroic fantasy.
I'd also reject the leader role for all the reasons I outlined above. Or, if they force it upon you, demand the perquisites and authority that is concomitant with it: they can't have it both ways.
On the group:
I've found that group character creation creates a far more cohesive group. By having entangled backstories, the group can draw upon a deeper understanding of each others' characters, creating the basis for empathy and respect within the characters, instead of the necessary simulacrum imposed by players.
By articulating desired tropes, a "palette" (as Microscope) calls it, before the game begins, you'll be able to shape the narrative of the group in directions that you want to play. This allows you to avoid the nominally depressive tropes that come default with the setting (not limited to world of darkness) and describe a source for future characters to connect with the current group. Replacement characters, if they tie into the shared narrative, will continue to maintain the tropes and social trust.
Be practical:
As players, we shape our narratives to an amazing degree. Emulate Bron Hoddan in the Pirates of Ersatz. While playing, you will be aware of the desired practical outcome that will provide validation and satisfy your personal goals. With that outcome in mind, you then frame it in terms that suit both your character's narrative and the expected narratives of the other players such that they will act to reinforce your framing and thereby your outcome. If you fight their narrative control by "being a loner," it is difficult to achieve your own goals. If you help them work as a team and appear to sacrifice nobly on their behalf while executing your own goals... the entire process is smoother and more effective.
Note that I am not saying to lie. Instead, consider the causal constructions of your actions, the explanations for those actions to be an aspect of the role * separate* from the actions themselves. By manipulating the framing as well as the actions, you can provide the necessary hooks for the other players to support your version of reality, rather than rejecting it and, by extension, you.
Postscript
Looking at your comments to other questions, you should absolutely give this group two last tries. In the first trial (of one or two games), try a heroic romp where you can be "Big Damn Heroes." Require the players who need the spotlight be leader. In the second trial (again of one or two games), try a game where players can intrigue against each other (I'd recommend Ars Magica, but then again I recommend it for most things. Most games support PvP intrigue quite ably.) If neither game provides the validation you need and the spotlight the other players need, move on. Before you do anything, take a month break, sit down, relax, and try to game with some strangers. I'm pretty sure that if you go looking for games in the chat section of this site... someone will oblige. For more on the framing problem, I'd quite recommend Rule 34 by Stross, as it describes it in a delicious narrative context.
Tease them. Make sure they want to hear the rest of the story, they want to see the plot progressing and the combat is but a mean to that end.
More specifically, there is one thing I have always found important and my DM's have virtually never used: player backstories.
We all have our players write backgrounds for their characters, but how often do we use them to generate personal stories/quests that are meaningful to one (or more) of them every so and then?
I honestly think that's the core of making quests interesting for the players, making them involve their characters' personalities as much as possible, whether through their past or their current mentality.
Every D&D player creates a character and throughout all of his sessions he/she keeps thinking of imaginary plots with his PC in the spotlight, desiring moments of him standing there, being the cool protagonist of the story as the camera focuses on his reactions while the story goes on.
So, maybe DMs should need to give out a little more of that to their players. Give them turns being awesome. How can anyone resist that? ;)
Best Answer
GMJoe does bring up two important points, although I fear he skipped the most crucial one.
Setting Entanglements: A player is far less likely to abandon a character if they feel that the character will be missed, that their presence and history is respected in the environment they live in.
I had a player who had a tendency to switch characters once every few sessions. I decided to put a stop to it. So the next time he brought in a character, a wandering foreign swordswoman, I had a young NPC the party usually dealt with as a contact and groom for their mounts fall head over heels for her. Suddenly, she was more than a generic cleave path fighter/paladin: she was Jimmy's Hero.
She was the one Jimmy asked to train him in combat during their down time. She was the one Jimmy's mom complained about in a conversation the rogue overheard while stealthing about town. She was the one Jimmy warned when there was an ambush waiting.
The player got more attached to the character because it was clear that the character was having an impact on the setting, that her disappearance would be noted and felt by someone, even if it was that young level 1 halfling commoner.