Some of it was looking for a railroad, like doing everything every NPC tells them to do because they’re expecting the GMPCs to tell them what to do.
But some of it is, in fact, just inexplicable.
Although, reflecting on it further right now, I wonder if part of it was also being conditioned to a mode of game play where you go where the GM tells you to go and then the GM tells you what you do there. So when they go to the tavern and I say something like, “What do you do?” they’re flummoxed by the question.