At a behavioral level, what you are referring to is called the Sunk Cost Fallacy. Here is an example that explains it from a business perspective - 

> In business, an example of sunk costs may be investment into a factory
> or research that now has a lower value or no value whatsoever. For
> example, \$20 million has been spent on building a power plant; the
> value at present is zero because it is incomplete (and no sale or
> recovery is feasible). The plant can be completed for an additional
> \$10 million, or abandoned and a different but equally valuable
> facility built for \$5 million. It should be obvious that abandonment
> and construction of the alternative facility is the more rational
> decision, even though it represents a total loss of the original
> expenditure—the original sum invested is a sunk cost. If
> decision-makers are irrational or have the wrong incentives, the
> completion of the project may be chosen. For example, politicians or
> managers may have more incentive **to avoid the appearance of a total**
> **loss.** ([source](https://en.wikipedia.org/wiki/Sunk_cost))


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On a more personal level, this can be generally explained as the [Zeigarnik effect](https://en.wikipedia.org/wiki/Zeigarnik_effect), which states that- 

> people remember uncompleted or interrupted tasks better than completed tasks

Although there are some issues with the reliability of the effect, it is generally extrapolated to say that -  

> the phenomenon **compels humans to finish a task that they've already started**, and that when we don't finish a task we experience discomfort and intrusive thoughts about it. ([Youtube video source](https://www.youtube.com/watch?v=lHfjvYzr-3g))