In my case, it can take me a long time to complete a game if it's long, and even though it's difficult, I don't leave it unfinished; I always finish it. I wish I could say I only play what I want and leave the rest unfinished or not at all, but I'm uncomfortable leaving something incomplete; that's why, even though it's hard, I finish it. I perfectly understand that a game is meant to be enjoyed, but that nagging feeling of not finishing something and not fully understanding what it's about stays with me.
That's why, to avoid that bitterness, I always play the route I think will be my favorite last, so that having gotten through even the ugliest or most boring parts feels like a reward.