Maybe you just fancy a change? RPG's are quite demanding in the sense that they require a fair bit of investment. Not just in time (which can be over a hundred hours in some games), but story too, as the best of games lead to you coming to love your character and genuinely enjoying the decisions he/she makes that impact their world.

Being human, we like change, experiencing new things. Some more than others - for some people, they will quite happily stick to one thing for huge amounts of time until its absolute completion. For others, they are like butterflies, as they feel restricted when tied down to one thing, preferring to flutter about freely from 'thing' to 'thing'. And there are those of us somewhere in between too, of course.

For me, I will generally play a game for a few days to a couple of weeks, or perhaps months in some cases, before putting it down for a while. For example, I may play on the Minecraft server for a couple of weeks while I'm in the mood, and then just leave it for a few months. Or, in long RPGs like Mass Effect, I'll play it for a few days/a week and then put it down for a month. Our bodies can go through phases, or rather just searching for variety in our lives.

Don't put yourself down for this. If you don't finish a game, it may just be that you're looking for something else as a change. Go with the flow, and if you really want to finish a game then come back to it later.

I didn't complete the two Western RPGs I played: Neverwinter Nights (I got bored) and Dragon Age (I got confused, ruined everything, and then got bored).

I don't care that I didn't complete them.

The World Ends With You was a masterpiece. Really slow and typical JRPG start (Oh, look. Neku's another one of them Square Enix Brooding Jerk Club members, with Cloud Strife as the freakin' PRESIDENT), but the gameplay just got better and better, as well as the story. It was a pretty generic story in many places, but the gameplay kept having me come back for more.

As for the Kingdom Hearts series, KH2 was the best in the entire franchise. I never did finish 1, and haven't completed the Riku part of Chain of Memories, AND I've yet to play Birth By Sleep and Dream Drop Distance, but 2 was just... AMAZING. You need to play 2. 

BUT THAT'S BESIDE THE POINT. I think the main reason why you haven't finished is one that's common with me for any RPG:

THE GRINDING.

Jimbob is right in the fact that RPGs demand a lot of time. Some more than others (Dragon Quest IX, anyone?). It's only natural for people to lose interest and declare that they have other, more pressing matters to attend to. 

Most RPGs (especially JRPGs) require you to take time to keep beating the same old enemies to level up before you can really progress. You can TRY to keep going, but eventually you'll hit a boss which is just too overpowered for you. I think KH2 did a good job of balancing levelling with progress. TWEWY did this as well. You didn't really feel like the bosses were OP for the most part (at least I didn't) and that you had to erase legions of Noise (freaking frogs!) before you could progress to the next day.

Most North Americans seem to lose interest after investing a lot of work/time in a game. It gets repetitive and you lose heart after killing that SAME DAMN MONSTER FOR THE THOUSANDTH TIME ALREADY.

Don't think it's just you. People lose interest in things, especially in video games (How many Steam gamers have so many unfinished games in their library, or better yet , never played at all?).

But you really should play Kingdom Hearts II. If you enjoyed the other games in the series, this will be right down your alley. 

you really like nintendo.

I've never played an RPG, just MMORPGs. With tons of stalker online daters... and "Epic" people who call me noob constantly.

As I've said in the Skype group, there's a specific science to this process involving how our brains deal with patterns and grokking. I'm not going to rexplain here, but what I will say is that Cow-Clickers and s***ty mobiles games have got this entirely down to a science that they preach and sell in the same way as their games.

tl;dr: You get bored when you feel you're no longer learning, which is what happens in a lot of JRPGs.