I prefer to finish a quilt before I start another. I am also a very impatient person...impatient with myself, I mean, so maybe that has something to do with it. I do find a great deal of satisfaction in getting a quilt completed though.
But, now that I think about it, I think I may have the "why" for me. It started back when I didn't have a lot of money and only got paid once a month (teacher). I had a rule that if I bought fabric, I had to make it into something before the next pay day (I made my own clothes), or I should not have spent my money on it.
Hmmmm, guess that isn't true anymore, as I look at my stash here in my sewing room...
Bottom line, do what you want...one project at a time or many. :) No one cares, but you. :)