It's a bit of selection bias though, isn't it? It seems like you're bad at only having one thing to do, but it's likely that by the time you only have one thing left, that very thing is what you've been putting off the longest. And you may have been putting it off for a reason (you don't want to do it, it's hard, it hasn't been thought out, etc.)

Could it be that we humans are afraid of running out of things to do? After all, if we finish that last task, it would seem that we no longer serve a purpose. As long as we have one task left, there is still hope that we can find more to do.

Of course, that is a poor way of thinking since all it does is make you lose your sense of purpose before you actually run out of tasks, but the human brain is weird like that sometimes.

It's probably not so much an innate fear of nothing to do, but a resistance to the mental costs of having a slow workflow.

Or maybe busy people often have trouble saying 'no'

Yes!