Sometimes we get tired, worn out and completely drained by the seemingly unending cycle of trial, error and (some) success.
Stopping becomes more justified when we feel our situations are unique, ideas rejected, and strategies burnt to the ground one more time.
Still, it has been said that a master has failed more times than a student has tried. It would also help to note that many have failed more, and to a higher degree. Where you stop, is where others will get to and continue.
Therefore the question then becomes: do you want to be a part of the story, or do you just want to tell it?