As an analogy:
MMO's and Single Player Games are as different (and similar) as TV Shows and Movies.
SPG and Movies have only a limited time to tell their story, everything is therefore condensed and made to give the biggest bang for the minute played or watched. But that also means often that little details are left out. DLC's would be Extended Cut Versions of movies, or even Miniseries.
MMO's are like TV Show, they are set up to run for a certain length, which means they have filler episodes or quests. After all, a story can only be stretched for so long and unlike a movie or game that depends on the sale of a ticket or the game itself alone, MMO's require people to come back to either watch it (income through ads) or play it for a while (subscription or store items).
Expansions to those MMO's are subsequent Seasons, where the cast remains but a new story line is introduced.
But in the end, some people love movies, but they don't like to watch TV. Others prefer the slower pace of TV Shows but are not into movies.