There is no penalty for leaving one.

In several games I have played, I simply ride the coat tails of an alliance.  Benefit from the dust generation, science agreements, and the inability for alliance members to attack me.

I research the endless technologies while in the alliance until I have all four, drop the alliance and (easy) win the game.

There has got to be something implemented as a penalty for leaving alliance (that should probably attempt to fix this strategy for winning).

Dev's,

Please address this.

I agree. Alliances have something wrong as a mechanic. I also find it quite frustrating losing to an alliance when playing. I refuse every alliance proposal since it would be to easy to win in economy or science, or conquest, and instead go on by my own. I play only on endless difficulty, plus i recently installed a mod that ramps up conquest victory to have 90% of all star systems. Losing to an alliance is too easy and winning while in an alliance is also too easy: it should be implemented a further diplomatic mechanic that "breaks" enemy alliances, or alternatively a mechanic for which alliances are only military.

I've recently seen in starborne they lock alliances at about 60% of the game, perhaps something similar could be implemented.
Let's say at half time, you'll get a warning and ten turns later alliances can no longer be rearanged.