I’m sorry you’re feeling so left out and alone in your family. But the only point that running away would make is that you’re immature. I don’t think that’s the message you want to send.
There are many reasons that parents seem to favor some kids over others. Sometimes it’s because they don’t know what to say to a child they think is having trouble. Sometimes it’s the opposite and parents focus on the kids they think need more support, not realizing that the left out kid is then left wondering what she did wrong. Without talking openly with your parents, you don’t know if they are aware that you are feeling depressed or if they think they have a good reason for how they are handling their different children.
The mature thing to do is to ask to talk with your parents privately and to politely and calmly explain to them how you feel. If you don’t think you can keep yourself together in a conversation, you can organize your thoughts by writing a letter. Don’t send it. Read it to them as a way to open a discussion. Try not to accuse or blame. Accusations only make people defensive. Instead, just tell them that you want to be close to them and would like some help knowing what you need to do to make that happen. You may be surprised by what you find out.
I wish you well.