Maybe they're just really good at creating tech demos and engines, and not so much games? There's a lot to consider when making a game. Especially since we're only getting a small taste of what would need to be a fully fledged out story with an actual ending. Then there are other questions...
What genre would the game be? RPG? Action adventure? First person or third person? Open world or linear?
Will it have combat? What kind of combat system?
Should the player level up?
What sort of enemies should there be, if any?
Imagine seeing this concept art and thinking "Wow, someone should make a game in that world."
And then that game becomes Remember Me