We had difficulty a few years ago with the undergrads where I teach getting into Ph.D. programs and dropping out right away. This concerned our faculty, and more recently we've made a big push to talk to students who were thinking of going on about the nitty-gritty of the programs, about finding programs that seemed to support them at the level they were looking for, and also about finding different ways to prepare as an undergrad for the more independent work they'd encounter (by going to REUs, by doing independent study, and by taking our just-developed-for-this-reason undergraduate research course.) At least initially, it looks like this is helping.

You also raised the idea of attrition rates. My understanding is that this is hard to formally compute: some programs require a Master's Degree, so students who drop out initially would never be counted, while an institution that accepts only a Bachelor's degree might have a higher drop-out rate. Some students change their mind, either getting a higher degree than they'd initially planned, or deciding to leave NOT because of the program, but because they realize that a Ph.D. is not what they want after all. I think the best way to get a good idea of what happens to students who enter is to talk to current students. A prospective student should visit the school, maybe more than once, and talk to current students about their experiences. This is more important than any disclaimers that a department could put in their web site, in my opinion.

I hope that the next year goes better for you. I know many people who didn't pass their prelims at first, but then went on to be successful (I was one: I failed one that I'd fully expected to pass, and I'm convinced that what got me through the next time was that for several months I met daily with three other grad students and worked on old questions. Studying by doing old problems and talking about them turned out to be much more useful than the independent studying that had worked just find as an undergrad.)