We do, but i can understand the necessity behind it.
Back in the day we'd pay £40 for brand new SNES and Megadrive games, which probably took a team of 4 developers 3 months to code and was about 8mb in file size.
Going forward, the price of new games hasnt really increased with inflation, but the amount of work that goes into a game has increased exponentially. games are now 30GB plus, with teams of 100+ developers working solidly for 3 years to create some games. The budgets must be astronomical. Yes the gaming population has increased as well, but i bet it's not enough of an increase to cover the investment required. Also consider the costs of maintaining an online presence.... It's only been the last 5-7 years that online console gaming has been prevalent, before this software houses didnt need to worry about servers and network infrastructure etc. Instead now a permanent ongoing overhead costs has been added to every game.
I cant stand Forza for the reasons you outlined above, but i understand why it's been done.