I'm sad to see Dan Stevens leave the show but in his defense he said well before the third year had even started that he was leaving. He got the opportunity to be in a Broadway production, The Heiress and was only in contract to Downton Abbey for three years. I guess three year contracts are normal in Britain where six year contracts are the norm in the US. He's a writer, actor, producer, etc. I don't think he wanted to always be known as Matthew. He might play Mr. Darcy in PD James's Death Comes to Pemberley that is supposed to be filmed this summer.
I love the show but it has gotten too depressing for me. If the fourth season doesn't have some happy I'm not sure I'll still be watching. I watched all of Upstairs Downstairs on Netflix last year. Some sad but better balanced with happy, like life.