Short post for today, but it is something I've found myself explaining to several people of late and figured it deserved a blog post of it's own.
Most experienced DMs will tell you this. Some will tell you it with a feeling of sadness for what could have been; others will just accept it. Either way, the fact is this: most games you run are not going to end naturally, and the longer term you hope the game to go on for the more likely that the game will have an unsatisfactory end or otherwise just die out.
The reasons for this are many: people move away, people lose interest, people get busy, people die, etc, etc. Those are the ones that are just based around the players in your game too, and don't count suddenly wanting to try something new. Then you have the IC reasons such as the party getting wiped or otherwise trapped in a situation that no one knows how they'll get out of it.
It can seem brutal, and most of us - even the players - do want the story to come to an end. Humans are natural story tellers and we'll weave stories out of even mostly storyless games and dungeon crawls. Stories have endings and we need, or at least want, the closure for our characters. Unfortunately, you just don't get it all of the time.
I've been GMing since I was about thirteen or fourteen years of age. The first game I ran to the conclusion of the campaign didn't happen until I was 26. You know what the difference was in that game though? I planned for that game to end and had a tight schedule. The game didn't last for years, it lasted for exactly one semester of school, with a pre-cursor game that went for about a month or two in the semester previous. Was the game fun? Yes, a lot of people had a lot of fun, but that isn't a very long game. Late January to mid-May was all that game had, and I had a fairly captive audience to boot (everyone was a student in the same school who could just throw the game on as another weekly time commitment along with classes and homework.)
Doing the same thing with a plan to go on for years is courting disaster. The campaign where you explore the world and tell myriad of smaller stories as part of one big story? Probably going to end at some point, and not the way people would like it to.
I'm not saying this to be fatalistic - can you even do that with games? - but it is something I think not enough people new to the hobby really understand. It is ok for a game to just die sometimes. It is ok to move on to other things, especially if people will have more fun with it. You can't always expect the game to get the ending you want it to have, unless you're willing to work towards that ending and put it in there for folks.