Most of the classic RPGs are quite marathon affairs. Most of them advertise 40-60 hours of gameplay which, for me, tends to be twice that as I like to dither around in the stat sheets and inventories/trade windows. That much time on a game does require a whole heap of extended concentration and it's normally the accumulated thought tendrils that keep you interested. However, sudden breaks in play, life's many distractions, can empty your mind of all these micro-plans - you've forgotten which items you wanted to buy, which order to run your buff spells, even how each character sounds in your role-play imagination, so when you return after a break it's like only half the game that you started.
Another problem is exampled by the classic game for only half finishing: any Civilisation game. For many, once the whole world has been settled and there's nothing left to explore aside from warfare then the game becomes a repetitive routine rather than a new unique experience, not to mention the technical issue of the game slowing down a lot in the latter stages. The same can be said for creating new RPG characters, in that, at the start, each character is completely new and unique and it's a whole new experience finding out how the new character functions, then, once you're fully versed with it, it's just back to easy killing with routine tactics.
Normally, I'm like swcarter and I'll stick to the end and I start out with that intention as well, so I don't even tend to start an RPG unless I know I'm fully in the mood and expect the spare time to do it. There have been exceptions of course and the one that normally prevents me from finishing (aside from the psychological factors above) is when I get a Crash To Desktop a few hours after my last save with no decent auto-save available. I gave up Fable - The Lost Chapters, Beyond Divinity and many a Civ game for this reason. RPGs are unlike other games in this respect because they often involve so many micro-decisions that to get back to the exact point you were at when you CTD'd would take so much mental memory as to be almost super-human (if it was even possible what with all the Random Number Generators in most RPGs). The game would have to be uber-awesome to survive a tragic CTD.