A role-playing game consists of the following components. Not all of them are supplied by the publisher.
- A ruleset.
- A setting.
- A campaign.
The publisher need only supply the ruleset. The users can, and do, supply settings and campaigns. Publishers supply these for good reasons, not the least of which is to build up other brands that can be used to enter other business segments down the road (as we see with Forgotten Realms).
The game needs the rulesets to inform the rulings made by the Game Master. The setting exists to provide an environment for the players to conduct their activities. The campaign exists to provide context informing those decisions and give the players a focus for their efforts towards specific objectives. It is the campaign element that puts the "game" in role-playing games.
Campaigns, no matter their context or form, are finite things. The word, taking from wargaming, reveals the wargame roots of the RPG genre and shows that these are not meant to be endless exercises in meaningless dithering. Instead, the players are intended to focus attention and resources towards the pursuit of specific objectives; either you do the thing or you don't, and once concluded the campaign is done.
No, it doesn't matter if each player's objectives differ from the rest. No, it doesn't matter if the players are active agents and not reactive players. No, it doesn't matter if the players create their own campaign or use some provided by a publisher. They are still waging a campaign, and campaigns inevitably come to an end. This is not a bad thing.
Campaigns are defined by their boundary conditions. The first is their victory condition, followed closely by their defeat condition (which is not necessarily the inverse of the win). These define the physical and temporal boundary conditions; action beyond these are not relevant and need not be permitted. Resource boundaries follow accordingly; you only have so much to work with, and much of that can be denied or destroyed, impeding progress or halting it entirely. (Yes, information and player-character health count.)
The beginnings and ends of campaigns are where the game begins and ends. That doesn't mean that the characters can't move over to another campaign, which is another misnomer that just won't die, but depending on the ruleset such transitions may be difficult to accomplish. Don't mistake the lack of a publisher-provided end for the lack of an end; player-defined ends count.
All that begins must end. Games are no different, and gamers--as a class--are happy to have ends to achieve. They are the norm outside of tabletop RPGs, and without controversy for their presence. The foolish few in tabletop RPGs would do well to check themselves, lest they wreck themselves.