I know what you mean about being the GM for everyone. I played my first D&D game when I was ~6. I remember this because between 1st and 2nd grade my family moved to a rural area and I have never played a campaign in person again.
Online I have had the same experience as you. After a half dozen or so D&D games fizzled out, I decided I wanted to play bad enough to try as GM. The game is still going and will hit two years next month. It is fun, but can be exhausting.
What I'm really after is a game that combines strategy, tactics, and roleplaying on an individual character level similar to D&D, but with no DM and can be played start-to-finish in one night.
As an example, is there a game that rewards a thief for stealing from monsters and players while at the same time rewarding a paladin for being brave and chivalrous? It seems like most roleplaying games fall into two ends of the spectrum. I see lots of games where the roleplaying is cooperative and imaginative, and the focus is on the flavor, style, and shared creation of drama. There's no competition, and there's intentionally no way to measure success or failure.
On the other end, I also see a lot of games where the thief has an advantage to steal and paladin has an advantage to protect, and these are rigid and fixed. Then usually there is a primary quest or goal and we're supposed to use our unique tools to accomplish this. I'm a thief or paladin on a quest, rather than my quest is to be the best thief or paladin I can be.
How about a game where the challenge is this: I am just like everyone else, except I have different goals and different values. The paladin can steal just as well as the thief, but that's not how he wins. The thief can help or hurt, but it is maybe easier to steal from a dead person, and stealing is how he wins.
Do you know of any games anything like this?