There's at least 2 good reasons for that:
1. You may not wish to encourage proactive play - eg if you're running an AP you may need the PCs to follow the AP.
2. You may not get good results, eg players may treat it as a request for 'Wish Lists' of magic items, not as things they actually intend to do.
True facts. Most players I game with seem to be along for the ride / up for anything, and the DMs here seem to accept that as the norm (type 1). That's a good list you have there, S'mon. I'm looking to get back into my dwarf berserker mode, whose primary goal is to die in battle against a particular dragon. Driving goals of redemption, vengeance, and I guess a flavor of battle glory...
It is true that individual goals have a tendency to conflict, but it's not necessarily true that they always conflict. Some sets of goals are compatible, or can be cycled ("OK, we went on your pilgrimage with you. Far too much solemnity for laymen like us. Time for blackjack and hookers."). I agree that it can be annoying, though; I spent much of last campaign working on my in-character goals secretly / on the side while we were working on someone else's.
We did have some group goals, like "OK, we need to go rescue Tim's wife, because if we don't get her, the Feds will, and they'll hold her hostage and use her as leverage against us." Avoiding stuff that adversely affected the entire group, gathering crew for our warship, making enough money to feed and pay said crew...