Good point, but I guess the flip side is Einstein's definition of insanity, "doing the same thing and expecting different results".
Sometimes change is needed, not just in football, but in life in general.
Sometimes the best thing to do is leave the situation and start fresh, be it starting a new job, be it starting a new relationship, be it moving to a new town, be it buying a new car, or maybe even a sports team hiring a new head coach. Sometimes starting over is the better option than just toughing it out and "making the most of a bad situation".