I don't finish very many games but if more games had features that made it so you can get back into a game after not playing it for a long time I would probably finish more games. It is frustrating coming back to a game after a few months and trying to pickup where I left off and not knowing what I am supposed to do and whats going on.
To make a game that people will want to finish everyone of these developers need to look at Vampire the Masquerade: Bloodlines as inspiration. I played that game with little sleep to finish it and still wanted to play after I was done. If all games were like that I would probably be dead from lack of sleep.
In an interesting note, for some reason I don't remember, VtMB is one of the few RPGs I didn't finish. I'm still thinking I'll play it again someday with all the user made patches...