As others have said in various ways:
The journey is the destination.
Somewhat a relic these days, most MMOs and other online games focus on speeding to some sort of endgame, with everything before it just becoming a long tutorial or time-sink to justify the monthly fee.
With Wurm though, there is no end game. No one has reached 'max level'.
Most similar to this would be Eve Online I would say and I'm sure that's part of a decreasingly small list of games.