You have not been in a good alliance then ! They are worth every single penny, or at least good alliances are any way.
In a good alliance you have upto 24 active players on your side. They will support you, they will advise you, they will order a/c for each other, and be of financial assistance should you need it. On top of that, you make some very good friends who end up caring about your airline as much as they do their own.
It also gives another aspect to the game, as your interest is spread over not just your airline, but your fellow alliance airlines and the alliance itself. Many Elite airlines join worlds just to be part of the team, and earn the team points with little interest paid to personal achievements.
I may also be correct in thinking that joining an alliance has a slightly positive effect on load factors, offsetting some of the alliance fees.
I can understand your comment about small, or not active alliances, as with few numbers or activity you'll get little help and little support for your money. It all boils down to choosing the right alliance.
Life without an alliance seems such a very lonely and boring place to me, but each to their own I suppose.