Another necro, interesting...
I think I have finished more games than quit but I also think that this is something that won't be true for long, if it is in fact still true.
When I started computer gaming it was not as cheap as it is today. Computer games 30 years ago cost a lot more than today when you take inflation into account, which mean one would work at a problem part for weeks (or months) before quitting.
Now if I only spend a few hours on a $50 dollar games then I don't feel bad if I quit, after all even on minimum wage it cost less than a day's work.
With all that said I do feel bad (kind of) to never finishing any of the Westwood RTS after Red Alert 2, and I think it's a miracle I played that one in full. I really hate their decision of removing game speed control from their RTS. This is the main reason why I never got far into C&C 3 or Red Alert 3. General just bored me, it did not feel like a Westwood RTS.
I also never finished any racing game (beside Death Rally) because they either get repetitive or too hard. I don't feel bad about those as I think I got a lot of entertainment for my money.
I would feel really bad if I didn't finish a game I was gifted or won in a GA. I would feel like I am breaking someone's trust if that happened. I haven't finished all of those games but the one I started I just on pause, I do intend to finish them.