I think unfinished projects are important. On a personal level, I've had many unfinished projects that felt (at the time) like failures. At one point in time, I had two different ideas for parse libraries that I had to give up on because I couldn't figure out how to make them work in a way that was remotely useful. However, a few years later, I was able to create a third, otherwise unrelated, project that I realized I could use to unify the previous two.
If you're not running into situations where you have to put away a project as unfinished then it might mean that you're not pushing yourself to and beyond your capabilities (which, depending on your goals, can be totally fine). And just because something ends up unfinished, doesn't mean that it might not be able to come back later in a different form.