I think I see the problem.
I love the randomness factor, and as such liked a lot of what shifting loyalties offers and I thought that my players would love it too, since we are also playing a bloodbowl league, with experience, injuries etc.
But it seems al least some of them want something different from malifaux, more like a "long tournement" than a narrative experience.
Thanks, reading both @Adran and @Drunken Monkey helped me see things in a different perspective outside of my own.