I think it's safe to assume that most Eve players would agree with the above statement, and for many new players (or non-players) this can be the factor that either stops them playing, or from even trying the game. However, for myself and many (if not most) Eve players it is that depth that keeps us playing.
Even after 2.5 years of playing, I still find myself learning new things, for example I only recently learnt to set drone aggression, instead of manually updating their targets every minute to avoid them attacking the wrong rats. More importantly though, it was the fact I learnt this from a player who is both half my RL and character age.
Also there is also entire areas of industry that I have never attempted, such as research, invention, reactions, boosters, etc. Also I have not tried exploration, and amazingly only ever run one (non-mission) Plex.
Factional warfare provides both high sec dwellers an opportunity to try out PvP, and for 0.0 pilots a way to do some PvP, without the huge risks.
Yet still, you sometimes find yourself listening to some idiot who says "I've done it all, there's nothing left to do....". Now admittedly a comment like this out of the mouth of a 5 year veteran would possibly be accurate, but in truth they wouldn't say it. No, the individual that normally claims to have done anything is usually only a year or so old...
There is simply no way anyone with only one character can have done it all, and to claim you have just shows how little you know.
Ah well, if they leave, at least if they leave that's one less idiot to fly with.
There is always something else in Eve to try, and that is what keeps so many players playing. Proof of that is as clear as the near constant increase in player numbers since Eve was released.
The only thing I have become more sure of, the longer I've played Eve, is that there is so much more to experience in Eve, than I probably will ever get to try...... and that is a good thing!
It allows specialisation and in particular it allows the possibility that a younger player may be able to "teach an old dog new tricks", just like one did with me.
PS I still haven't had the chance to fly Kahamahl in FW again, instead RL, my 0.0 alliance, and Guitar Hero (a new non-mmo addition) have conspired to keep him on ice. However the training continues....