I seem to have a perennial issue with player engagement when new characters join established parties. I've seen it happen over and over again, but I've also seen players who overcome this engagement hurdle, so I cannot pinpoint what exactly is causing the problem. At heart, it's a problem of "belonging" of feeling like one is part of the group, I think. The feeling that most often describes it is one of alienation, of being outside the party even when definably in it.
At first I assumed this was linked to mid-level characters joining a group; it's difficult to get a sense of who your character is if you're already level 3 when you're created. The key parts of the character experience have already passed you by. However, I witnessed it also in a level 1 character who clung to the group, felt useless, and generally declined to engage in whatever the party was doing until his ultimate decision to leave and apprentice himself to a Dorlish merchant-captain.
The same effect struck multiple new characters of a fellow we were playing with since the beginning. His long-time character Crispus perished. For ages he couldn't bring himself to roll up a new character, and when he did he said it felt like he wasn't really part of the party and died shortly thereafter. His new character, Morfrig, appears to be doing a better job at integration... but we'll see. This plague seems to be catching.
Much the same occurred when I first implored Frank and Jason to join the old Oloz-led Hounds. They felt alienated, very slightly invested, and generally did not engage with the game beyond the most haphazard interaction. Eventually these ceased and they are now part of the core of the new Post-Oloz Hounds alongside Naur the Haughty. But I feel as though I continually exchange one problem for another; now that Oloz is dead, of course, a new character must be rolled up in his place. Namely, one Myndil the Merry (taken over from another now-dead party in the 10th Age)—but he too has felt the keen blade of the alienated member.
Not being certain how to reverse this trend (my current thought is that players will play the nearest hireling in the party, who becomes promoted to a full character, but this may not be the way to solve it either) I'm groping for answers. The problem persists, I'm certain, because I have steadfastly refused to get involved in issues of party dynamics up to this point, maintaining that essentially whatever goes on in the player's mind or the inter-party dialog is not up to me to control or decide. However, I fear that if I cannot force or find a solution, the Hounds will be in a permanent state of collapse for one reason or another. More worrying than that, it bodes ill for all future parties that lose members and must have their number refreshed.