For me, not finishing a game has nothing to do with game "length" but rather with obstacles that prevent me from making further progress. I have seen plenty of sub-par movies and TV shows where I found myself wondering how much longer the thing was going to drag on. However, I've never thought to myself that a game was too long or too short. I've played a few games where the frequency of check points seemed a bit too far apart (just give us games where we can save any time we want to! I hate check points!), but the game as a whole didn't seem too long.
I rarely see the end of a game because I simply can't figure out how to beat it. It seems like there comes a point where my hand-eye coordination just isn't fast enough to beat the next boss in some games. In others, I can't figure out how to beat some puzzle that is blocking progress or can't find the secret passage that lets me keep going. In the case of confusing game map layouts and puzzles, I can at least find a walkthrough on the internet to help me, so I don't mind those challenges so much. It's when my progress grinds to a halt because I'm just not fast enough or can't time my jumps/attacks/blocks etc. just right to get past a certain point that drive me nuts.
Take Baldur's Gate Dark Alliance for example. I played that game for weeks (off and on along with other games) and made lots of progress. There were times when I ran into a situation that killed me, but I eventually figured out how to get past it. That was satisfying and I enjoyed the achievement of beating those bosses. Then disaster struck when I got to the point where the floor falls out from under you. Literaly. I never did figure out the right combo of stones to step on to get past it. Besides that, I wasn't fast enough to get off a stone before it fell while trying to guess which stone to step on next at the same time. I got pretty tired of trying to figure that out and wound up trading the game in unfinished.
I think more games need better cheat codes like level skip, flying (to get past jumps that are too hard), god mode, no clip etc. so that people like me who aren't expert gamers and who don't have time to sink into perfecting the moves of each game can still see the end of the story. Game publishers need to remember that not every person who buys their games has nearly unlimited free time to devote just to gaming. Some of us gamers have other hobbies, jobs and an actual family life that takes up our time too. I was really glad to find out that not every new game coming out these days lacks actually useful cheat codes. For example, I found cheats on gamefaqs.com for Fallout 3 which have made making progress in that game much easier.
Another thing that keeps me and a lot of people I know from completing games is the times of the year when lots of new games come out. It's pretty hard to resist the temptation to go out and buy the latest highly rated game instead of continuing to grind away on the games you already have.