I've been playing the same main character since around 2002 in a consistent setting with an ongoing plot. My group and I aren't "lazy". We create new characters within the scope of the plot as needed, but our main characters are the primary focus. We've taken our characters to other forums plenty of times and created new sub-plots within whatever persistent worlds those places have had. I reckon it's a preference. I don't particularly have any issue with one-off characters and RP's. I used to engage in those kinds of things quite often myself. As my overall free time dwindled (life responsibilities, etc), I ended up just focusing mostly on what interested me the most, which happens to be my main character and his ongoing struggles.
With a character like that, at least for myself, I feel drastically more connected to them. Like they're alive in a way. This sort of thing is only possible after a set amount of time, I believe. Well, at least for me. I can't rightly speak on how it is for others. I think it's also important to note that a majority of the games that I've participated from the start have been largely war and battle-oriented. A persistent character jumping from one battle to the next is eminently more "experienced", which confers an extra advantage to the player as time goes on (I know there are likely folks who would disagree with this for whatever reason, but that's a whole different discussion).
End of the day, I just have a lot more fun playing my main guy and exploring his story towards whatever completion it might eventually reach (if any). For me, fun is the main draw. If it stopped being fun, I wouldn't do it anymore. I sure as hell ain't gonna rag on folks for having a different approach anyway. Long as they're having a good time, there's no harm being done. If they don't like my way of doing things that's fine too. I'm not gonna fret over it as long as they don't go out of their way to harp on me over it for no good reason.