I'm going to go with the quick answer here, and maybe I'll think about this later. But maybe it's that with a quality show, we trust the writers to give us an engaging plot, and even when we don't like something, they frequently change our minds in the next episode. We like to be surprised by the plot, even as we try to outguess it, and there are always multiple ways a well plotted show can go.

However, we don't trust them to leave our characters happy in the end, and on many shows they've been teasing us with UST for years, because it's part of the formula. So it's not that we care more about the ship than anything else, it's that we feel compelled to not leave it in the hands of the professionals. We worry about whether our beloved characters will get their due, and that worry becomes fannish obsession.

And for me, personally, whether or not I ship varies from fandom to fandom. There are entire fandoms where I don't give a frak who snogs who (BSG, TOS, TNG, HP . . . ) and others where I'll read/write gen or ship. Although I do seem to write more ship, probably because I get hounded for it, while my gen fic can sit half finished for years and nobody says boo. Which brings us back to fandom wanting ship, because it's so much harder to get that from the source.