Goals define an explicit end-point for play. For me, that means I can play through a game, exhaust the content (by reaching the end-goal, be that to get a megalopolis or to collect 120 stars), and then I can shelve the title and move on to a new game.
Some people might feel that a game that goes on forever is the best value, but I disagree. I like games that present a series of rising challenges, then caps that challenge at some realistic point and lets you go on to something new.
I especially like it when playing a game like an RPG where I can then restart on a new save file at a later date, and see how the game plays out now that I know the system and understand what I'm doing right from the start (And be frustrated with the copious quantities of cut scenes, but that's another story).
-SirNiko
Not to mention it's a hell of a lot easier to make Mario than Princess Maker.
Ok, you could probably slap together a really shitty Princess Maker but I'm guessing (some) of it's appeal comes from the interesting weighted choices / balance
creepy insinuation about your other motives for playing princess makerGoals provide structure.. unless the player could somehow manipulate the game parameters (play designer): "I want to score 100 kills with a 5 star police force out to get me" in GTA, and write their own objectives / get a "You win" screen from the game.