Ultimately, very few stars are bigger than a promotion, so generally when a star leaves a company it has very little effect on that organition. With regards to some of the current (potential) departures from TNA, I'd say the only one to be considered a loss would be Bully Ray, who has definitely got to be considered for a World Title run should he stay with TNA.
With regards to Morgan leaving, I do think TNA could have used him better, but having said that, he's had runs in the Wwe & TNA, maybe he's just not the big star he or people seem to think he should be.