If you weren't an alliance leader, I'd say that you should get out now because life is too short to be unhappy. CN is a game and if you're in a group where the game is not fun anymore, then you're not doing anyone any favors. I've been in 7 alliances in my 5 years here so I do a bit of hopping myself. I usually get bored after a year of being in the same place.
There's nothing wrong with having been in more than one alliance and personally, I'd take the viewpoint of a person who has been in more than one alliance more seriously than someone who has only been in one. Even though we all play the same game, people here tend to be very isolated from each other because people only spend a couple hours here a day and it's natural for them to want to spend time with people who they can have the most fun with.
Your being an alliance leader has its own problems. When you became an alliance leader, you took responsibility for your future members. You owe it to them to make sure that their transition to a new home is smooth.
However, I'm not saying that you shouldn't leave your new alliance if you're not happy. I've been government in alliances where I wasn't happy and it's bad for everyone. It was bad for me because I wasn't having any fun and it was bad for my constituents because they were getting bad policies.
As I was writing this response, I thought of this study:
The best Presidents have been Active Positives. They were good at their jobs and liked doing them. The most problematic have been Active Negatives. They hated their jobs but did them out of a sense of duty. Positive Passives and Negative Passives aren't really engaged enough to cause serious issues.
Not that I'd ever have the time but it would be interesting to group CN alliance leaders on this continuum. In your case, I think you're probably a Passive Positive. You seem to care quite a bit about how people feel about you, maybe more than you should (you created this topic even though the most likely outcome is you getting attacked for posting it) I aspire for Active Positive but I most often fit into Active Negative or Passive Negative.