I, Lucius Malfoy, have regularly considered leaving the death eaters.

“Republican Sen. Ben Sasse said Sunday that he thinks about leaving the GOP ‘every morning.’”

"Every morning, when I wake up, I think about what it would be like to leave the Death Eaters. To walk up to the Dark Lord and say, “I’m through. This organization is not what it used to be. We used to stand for something — a pure Wizarding race, a fully, proudly insular society, the great black hope of the magical world. But now I just don’t know anymore.”

The leadership has lost sight of the purpose of our movement. This wasn’t about separating children from their families, or sorting people into categories — this was about Us: The Purebloods, the protectors of the magical community, our bloodlines, our livelihoods. We are the descendants of Salazar Slytherin, the party of Gellert Grindelwald, guardians of purity and alliteration. We believe in the promise of a fulfilling magical life for all wizards born with three magical grandparents. And we believe we deserve to live freely, out in the open, with our superiority ablaze for all Muggles to see.

But it has become increasingly clear that the leader of this organization doesn’t care about that. He just cares about taking shots at the Order, about fulfilling some prophecy, when we’ve already won! He’s living in my house, using my wand, just talking to his snake and spending all of my gold while we hunt down his precious Harry Potter. All he talks about is killing that boy and taking over that school, stewing up there in my office, by the way.
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Tomorrow, I will serve him as if nothing has happened, as if I had never had these subversive thoughts that I have shared with the Daily Prophet. But every day I will wake up with the conviction that something is deeply, terribly wrong within the Death Eater organization. That we have strayed down a dark path and we cannot turn back. That our values have been co-opted (so easily! It is astonishing) for something so mean and loud and ugly."

https://www.mcsweeneys.net/articles/i-lucius-malfoy-have-regularly-considered-leaving-the-death-eaters