Because they're indie games, basically.
Meaning
1. Most of the time there isn't a company or even professional team behind the game. It's one or two guys working in their spare time and spending their personal money, which means progress is slow to begin with and if anything goes wrong or comes up in their personal life or they just get bored they're gonna stop the game and focus on other things.
2. Very few of them work on the normal production process of "create game, sell copies". Instead they tend to use basically monthly subscription services and release the games in installments. Which works for its purposes- devs need that money to fund them in making the game- but it also means the financial incentive is on the side of indefinitely continued production, not finishing a game and moving on. The longer the game goes, the more the dev gets.
3. Most of them aren't made by what you'd call professional developers. Coding skill varies wildly, but more important than that so does project management skill (which even professional devs don't always have...). So a lot of games just aren't managed very well; devs set themselves loose deadlines and don't stick to them (or set none at all), they spend inordinate time on unimportant side features, they randomly decide to remaster the game from the first version on in mid-production, etc.
4. Most of them also aren't professional or even very experienced writers, so a lot of them have only the outline of a story and at some point they just don't know how to end it or even progress it past the midpoint.
All of which adds up to a lot of games either getting abandoned or just meandering along for years and never getting finished.