Schubert left several major works unfinished, as did Schoenberg. Schubert's 8th Symphony is not his only unfinished symphony-- the genuine 7th, in E, is also incomplete, although attempts were made to finish it. He also left the great Quartettsatz as the only movement of a projected quartet. Death did not interrupt him-- he went on in both cases to complete a massive 9th Symphony and 3 more masterpiece string quartets. Schoenberg left many works incomplete, including Moses und Aron, a genuine operatic masterpiece, and again, it wasn't death that interrupted him.
At the risk of being self-important, I think I understand why. It just flashed on me recently.
Take, for example, the Schubert Unfinished Symphony, No. 8. The first movement is by far one of the finest things he ever wrote. There is not a misstep in it. Not only that, but it's far ahead of it's time-- parts of it sound like Sibelius, even Mahler. But the second movement is just Schubert. It's not even particularly good Schubert. It's certainly not bad, but it could have come from any of his works.
I think he didn't finish these works because he couldn't follow up on what he had started. The Quartettsatz is such a brilliant work, and again, so ahead of its time, that he couldn't add any more movements to it, so he went on to the next quartet.
The reason this flashed on me was that I was thinking about a few of my own works in which the first movement (or some single movement of the work) is so much better than the rest of the piece that I want to rip it out of the whole and discard the rest. And that's just what I'm going to do.