This is a big cultural issue. UO was not designed to have a goal. Most players demand they be presented with a goal.
In an odd sort of way I suspect UO would have been better off had it come out a year or two earlier. It'd not have been remotely as popular, but wouldn't have attracted such a large crowd. And because they drew from a much larger crowd than the intended audience there were a lot of people who got disgruntled. But it makes sense because the game was literally not designed with their desires in mind.