Like the others mentioned, RPs die fast. People get sick of using the same characters for extended periods of time. The best thing to do is spice up your roleplay by having something tragic happen to show that the state of things the characters live in isn't so happy-go-lucky. Make the RP interesting so that everybody wants to keep it going.
As for ending too soon. The best way to do this is in a 1x1, unless a group RP absolutely depends on your character. If you feel satisfied with the RP, and you don't see where you can go from there, just find an exciting way to kill your character off. In one Rp I had my character go up against an evil organization ((Corny, right?)). He ended up getting killed by his own brother, who happened to join the organization. His wife was left alone to raise their two children, and she promptly ignored the children, as she had lost the one thing in life that ever made her happy. Tragic ending, but exciting.