Why do you continue watching a movie? Or finish a television series?
Or click on that YouTube video after reading the description?
Why do you want to finish a book?
Or a video game?
You want to see how it ends. But to get to the ending, you have to be hooked at the beginning.
RPGs are so precarious. Players know within the first hour of the first session (heck, during character creation) whether or not they’ll want to come back for more
The players might not specifically say so–they don’t want to hurt your feelings after all. They might come back for another second adventure, but if that’s a dud…
If you’re the game master, you must realize you’re in competition with every other form of entertainment and distraction out there. You’ve got to make that first adventure good–no, make it great.
Get the players invested in the game, not just mere participants.
Otherwise, your players might find something else to do. (Unless they’re very loyal gamers)
Run that first adventure like you’ll never run another RPG adventure ever again.
Hook the players so they’ll around for until the very end.