If you don't quit, maybe you'll never start the next thing that will succeed. A blind 'just work harder' ethic doesn't necessarily mean success. It's such crap to say that everyone who never quits succeeds.
Not only that, but it means that if you decide to do something else, you'll feel like it was a moral failure to stop doing what you were doing. So you'll blame yourself, and you won't examine honestly why didn't it work, what was things were out of my control. Learning from the experience is the most valuable part.
I spent close to 10 years on something that didn't succeed. The problem was it didn't fail either, so you just keep telling yourself that it's going to happen one day. Looking back on it objectively it was never going to work.
Take an honest view, don't just sing in the choir of the church of you.