When I answered I realized what the single thing is what bothers me on most games to date: they tell me what to do and how to do it. The freedom is so limited that you feel like a game on rails. Worst invention of the industry in this regard: QTE. Yes I mean you Call of Duty.
The one single player game I played recently for longer was Dishonored. I could pick up my mission when I wanted, still could roam around my base afterwards and went to the boat which dropped me in the mission area. Even there I could approach my goal as I wanted, there was no timer, path or QTE telling me how to do it. I love that game.
In MMO's its similar: World of Warcraft has a path of success. You level up, then you do your attunement quests (old times), then you did 5 man heroics until you get bored and finally you raid and progress until you beat the end boss of the current expansion and have the ultimate gear ... until the next expansion made it worthless. What a waste of time? What a way to be masochistic?
In Eve Online you are a pilot of a space ship. So there. Thats it. What do you do? Well what do you WANT to do? Simply do it. Pirate? Diplomat? Spy? Trader? Logistics? Flying missions? Troll? Scammer? Being part of large scale war? Explore the universe for alien artifacts?
And here is the problem why those "sandbox" games aren't as big as World of Warcraft: in order to enjoy the scope for the game you have to know what you want, you need to motivate yourself. And exactly here most players fail: they want to be entertained but not work for it. They are lazy.
And game developers are lazy too. Because producing a game on rails is easier than creating a sandbox. Otherwise we would see more of them as they are very successful even as single player games.
