One of the reasons is that I prefer the early game in most of them. I like designing the character(s) and getting them started but not so much running around battling super-powerful enemies and managing an extensive list of powers and items. This is true to some extent in strategy games, too--- I find the early ramp-up more compelling than completing the game (particularly because I don't trust the computer to manage things so I end up micro-managing a lot in games like Civ.) I kind of wonder if it would be possible to come up with a game that was more focused around the early-stage aspects I like.
Right now I'm playing TES: Morrowind, which timprov had lying around. It's fun but I'm considering restarting for the third time already. There's an extensive Wiki documenting the game; I have mixed feelings about that--- I like having it, but I'd prefer more of the advice was hints or "how do I get further with X" rather than "how do I crush the game by exploiting Y".
Maybe I just need Spore to come out--- it looks like it encourages lots of redesign and provides multiple "starting points".