From a purely financial level, imagine leaving Dire Straits just before the release of Brothers in Arms...
And the band was very successful even before Brothers in Arms, so that only begs one explanation — the relationships broke before the band would break. I think Pick wasn't a fan of John's drumming and David's rhythm guitar, so Mark tried to "solve" this problem with David's leaving, however, John stayed in his position. So what could happen is Pick would eventually start to get on Mark's nerves and the rest is history...
I think Pick was pretty bad-tempered at the time, as this story about him leaving a drum kit in anger after a show tells a lot about his approach. So I think, his and David's leaving was as natural as natural someone's leaving could get. I love all the stories about musicians who worked with Mark, every story is so unique and tells so much about the characters of people.
If you're not a fan of the rhythm section in the band and the actual songs and success are not of any value for you, and if you don't like the path the band goes onto, then fine, go find yourself another band. This is yet another strange place in Pick's story. Personally, I don't think that the sound has changed so dramatically as he describes it.
Clearly, 4-piece wasn't Mark's best choice for the band, it was a choice of convenience and financial sense. And if you don't love the idea of adding a keyboard and such, and the music becoming more pop, then that means you don't love the songs, and if you're not in love with the songs, why you're playing here at all?
Oh, Pick, so many questions, and so few answers.