i hear you on that, im the same way (nosey/curious/etc)
but your question about "why do most of you do a piece, as you would on a wall, on canvas? With so many avenues to venture down that you can't on a wall or train, why do the exact same thing on a canvas? Where's the adventure? The romanticism of creating something new?"
i think the answer is quite simple.
a lot of people/artist/writers (especially in here, or some in here anyways) arent as "ground breaking" as you are. cant think outside of the box, or come up with super creative ways to do their "graffiti" type work on canvas. therefore, they do the pieces they would on walls or trains because thats what theyre comfortable / good with.
know what i mean?