That's me right here. Sandbox entertainment, with no goal or point of reference, gives me anxiety attacks. A slightly directed sandbox is entertaining for a few hours, after which the thought that it's all arbitrary hits me and things stop being fun. Something in my mind broke, but I don't know when and why.
You are looking for deeper meaning. That's probably not to be found in Lego, unless you use it to teach kids about engeneering/robotics (a shame they stopped the mindstorms). And coincidently, that is how I enjoy Lego nowdays. Building a big castle for myself would also feel like a waste of time, because I see so many problems in this world (my personal as well as the bigger one) that I can relate to not having fun with simple things that used to be fun, because I think I could do something more useful. (and then I don't play, but also don't do something useful - and that is then a waste of time)
Some of us have the same experience with real life problems. It's fun to work on the problems for a little bit, but then the realization hits that it's arbitrary and it all seems pointless.
For some, there is no deeper meaning to be found.
At that point, you can either choose to sit and do nothing (die), or engage and play (live). Since the choice is meaningless anyway, you might as well follow the path that gives you happiness. Life is simply more pleasant that way. Along this road lies the pleasure of enjoying things as you did when you were a child, while also uncovering and solving new mysteries (as you did as a child).
I get the sentiment, but at some point, the novelty wears off. Building a new set just isn't exciting because the process is almost exactly the same as building the last set.
not everyone has the creativity for that. i am struggling too. the best i manage is to take existing models and fix flaws in them. the struggle is to find the right kind of abstraction. there are some people who create really awesome looking scenes. and every time i look at one my fingers itch. but designing something like that takes time and patience. i think i'll revisit that topic when i retired and less mobile.
The sad part is, many who are in their 30s, forgot how to play and have fun.