40% is decent. If you think about there are a whole host reasons players don't complete games:
-They simply haven't got round to to yet (e.g. they may have only bought the game recently or don't have a lot of time for gaming)
-They don't like the game enough
-They got stuck somewhere
-The game was purchased but never played e.g. gift, steam deal or whatever.
On a related note I for the past 6-7 years I've kept a completed.txt file which lists every game I've completed (note 'completed' means beating the main story, not 100%*). The one thing I wish I'd done differently would be to have made a spreadsheet listing the date I completed them. It's got over 100 games on there now which isn't too bad, when I started this list it was part of a concerted effort on my part to actually put some effort into completing games (the previous 5 years I'd only completed around half a dozen games). Bear in mind out 100 games I'd say probably at least 30 probably weren't particularly good games they were just easy/short, quite a few distinctly average FPS games in there, I seem to end up playing them through to the end because there is no learning curve, it's a FPS, you can just pickup and play without having to learn all the game mechanics etc.
*I think this could have a big influence on the stats. e.g. GTA4 only has 35% completion but does that mean fully complete (100%)? If so I'm surprised it is as high as that, I never go for 100% completion in GTA games, I just do all the missions and then the side stuff that interests me (races, schools etc) - really can't be bothered running around collecting packages/horseshoes/pigeons etc.