There are two reasons for this. One reason it's so hard to know what we want is that we have so many options. This wasn't always true. Our parents and their parents had fewer choices and clearer goals. It's a tribute to the success of our culture that so many of us have the freedom to search for our own life's work.
Freedom is glorious.
But freedom also torments us because it requires us to create our own goals. In a war, everything is important. Day to day, you know exactly what to do. Your life may be frightening, but the struggle to survive gives you direction and drive. You don't waste any time trying to figure out what you're worth or what you're supposed to do with your life.