I don't know that many cases of people leaving academia permanently after being on the tenure track a short time, but I do know of a few. More often, I've seen people make pre-tenure laterals to other institutions. Usually it is to "upgrade" their position for a more prestigious school, lower teaching load, higher salary, etc. However, sometimes people make pre-tenure leaves when they get a so-so review leading up to the tenure decision (i.e. a warning), in which case they will usually move to a similar or slightly less prestigious school. I've also seen people who have been denied tenure after going through the process, and who have subsequently moved to a pretty substantially less prestigious school.
In terms of leaving academia and the reasons to do so, I don't know much about it, but I can imagine the reasons would be:
1) a desire for a different lifestyle, perhaps fewer hours of work
2) a different job description, perhaps one with zero research (if you like teaching/training) or zero teaching (if you love research and hate teaching) or a different balance/type of administrative/service work
3) different pressures or less pressure overall, e.g. no need to apply for grants
4) MONEY (maybe this is the biggest reason?)
Academics have flexible schedules, but most professor jobs still require a lot of hours of work. It is possible to have a part-time job in industry with fewer hours and pretty similar pay, or a full-time job with close the same number of hours and a lot more pay. If you're the sole or primary breadwinner for your family you might find you need to make this kind of change.