As I was reading this, I realized that many of the points here apply heartily to single-player games, but the reverse is often true of MMOs.
A while back I spent a few years playing World of Warcraft, and ended up doing mid to high level raids.
When leveling, or completing a raid, you do know your purpose, and it is handed down from on high. This is unrealistic, but possibly one of the most relaxing aspects of escapism.
You DO NOT delay or take forever! While leveling or raiding, it is important to do things efficiently to meet your goals quickly. You want to hit max level ASAP, not see the whole low-level world; you want to see the whole high-level world.
When leveling or raiding, there is usually a specific build that is more powerful than the others. You have choices between various builds, but never more than 3 per character class, and usually the 3 are vastly different and you must choose one of them. For example, every rogue ever would take a talent that gives them +5 attack speed, but taking a bonus to speed while in stealth would get you kicked out of a hardcore guild.
In raiding, the difficulty isn't (strictly) progressive. Some fights are easier, some are harder. Some are more gear-dependent (i.e. harder until later in the game) but some of the fights in the highest-level raids were easier than some in the lowest level raids. It's also true that the difficulty mostly comes in learning how to do things the first time; after that it's easy to breeze through the content and most of the difficulty is in managing the guild.
Guides and patch notes are REQUIRED reading in most multiplayer games, because you have an obligation to support your team and defeat your opponents.
In terms of modeling the real world, MMOs are much better. On the other hand, they can be less fun. I've also experienced the multiplayer attitude leaking into other games (specifically D&D) and ruining the setup. I guess the lesson here may be that people are bad at changing heuristics when they change settings, in total agreement with the OP.
Why is the goal handed down from on high? I don't think even this break from reality is true in an MMO.
If we mean that the game is telling you what to do, what you have are various NPC questgivers (employers) who are hiring heroes (players) for various jobs and offering various rewards. Then each group of players (guild, group, etc) decides together which of these jobs they want to accept. Alternatively, there are places you can go with things to be accomplished. This isn't that different from freelance work.
Even when there is a central overriding goal, ...
Hello, player character, and welcome to the Mazes of Menace! Your goal is to get to the center and defeat the Big Bad. You know this is your goal because you received a message from a very authoritative source that said so. Alas, the maze is filled with guards and traps that make every step dangerous. You have reached an intersection, and there are two doors before you. Door A leads towards the center; it probably takes you to your destination. Door B leads away from the center; it could loop back, but it's probably a dead end. Which door do you choose?
The correct answer, and the answer which every habitual video game player will instinctively choose, is door B: the probable dead end. Because your goal is not to reach the end quickly, but to search as much of the maze's area as you can, and by RPG genre convention, dead ends come with treasure. Similarly, if you're on a quest to save the world, you do side-quests to put it off as long as possible, because you're optimizing for fraction-of-content-seen, rather than probability-world-is-saved, which is 1.0 from the very beginning.
If you optimize for one thing, while thinking that you're optimizing something else, then you may generate incorrect subgoals and heuristics. If seen clearly, the doors represent a trade-off between time spent and area explored. But what happens if that trade-off is never acknowledged, and you can't see the situation for what it really is? Then you're loading garbage into your goal system. I'm writing this because someone reported what looks like a video game heuristic leaking into the real world. While this hasn't been studied, it could plausibly be a common problem. Here are some of the common memetic hazards I've found in video games.
For most games, there's a guide that explains exactly how to complete your objective perfectly, but to read it would be cheating. Your goal is not to master the game, but to experience the process of mastering the game as laid out by the game's designers, without outside interference. In the real world, if there's a guide for a skill you want to learn, you read it.
Permanent choices can be chosen arbitrarily on a whim, or based solely on what you think best matches your style, and you don't need to research which is better. This is because in games, the classes, skills, races and alignments are meant to be balanced, so they're all close to equally good. Applying this reasoning to the real world would mean choosing a career without bothering to find out what sort of salary and lifestyle it supports; but things in the real world are almost never balanced in this sense. (Many people, in fact, do not do this research, which is why colleges turn out so many English majors.)
Tasks are arranged in order of difficulty, from easiest to hardest. If you try something and it's too hard, then you must have taken a wrong turn into an area you're not supposed to be. When playing a game, level ten is harder than level nine, and a shortcut from level one to level ten is a bad idea. Reality is the opposite; most of the difficulty comes up front, and it gets easier as you learn. When writing a book, chapter ten is easier than writing chapter nine. Games teach us to expect an easy start, and a tough finale; this makes the tough starts reality offers more discouraging.
You shouldn't save gold pieces, because they lose their value quickly to inflation as you level. Treating real-world currency that way would be irresponsible. You should collect junk, since even useless items can be sold to vendors for in-game money. In the real world, getting rid of junk costs money in effort and disposal fees instead.
These oddities are dangerous only when they are both confusing and unknown, and to illustrate the contrast, here is one more example. There are hordes of creatures that look just like humans, except that they attack on sight and have no moral significance. Objects which are not nailed down are unowned and may be claimed without legal repercussions, and homes which are not locked may be explored. But no one would ever confuse killing an NPC for real murder, nor clicking an item for larceny, nor exploring a level for burglary; these actions are so dissimilar that there is no possible confusion.
But remember that search is not like exploration, manuals are not cheats, careers are not balanced, difficulty is front-loaded, and dollars do not inflate like gold pieces. Because these distinctions are tricky, and failing to make them can have consequences.