Unfinished LEGO sets are like unfinished books- I have difficulty moving on to the next one if the half-finished one in front of me is truly interesting.
However, even ordinary LEGO sets have a distinct advantage over the airport paperbacks of the world- they will compel you to completion. There is something in LEGO sets that drives you to achieve as much as possible in a sitting. It could be the numbered steps/pages or the innate quality of stacking that is being relived. Or it might be as simple as building with LEGO is fun.
So, the solution to having unfinished sets appears to be easy. Either buy smaller sets or just devote more of the day to building with LEGO.
Photo by freezelight.