The fact that the OP finished other guilds has nothing to do with his question.
Aside from the reasons Charlemagne19 gave, there is probably another, more depressing reason. There are only six quests in the official Companions quest line.
No offense, but I played Oblivion. Even if there's only six storyline quests, the Radiant Quests (while optional) are about as big as the quests from Oblivion.
Seriously, in Oblivion you had quests like, "Steal the book of the Mage Guild head"
UPSTAIRS
and "find the missing mage member" which was DOWNSTAIRS.
They weren't exactly overwhelmingly designed