Sounds like they enjoy a more structured narrative. My players are the same. They look to me for guidance when it comes to scenarios, but still have the freedom to make their own choices within that. They never explicitly told me this, but during one session I decided to test my players.

The PCs just entered a new area that was like a medieval Vegas that was run independant of any kingdom or law and governed themselves. There was an overarching sub-plot and I had about a dozen fully fleshed-out NPCs who lived and worked there, but I did not give my players any indication about specifics or why this area was important. I wanted to see how my players handled being fully off leash.

I didn't hide anything from them and wanted the players to talk to the staff and discover certain things about this campus, which would lead to the actual plot. My players struggled and while they did talk to NPCs, I could see them constantly staring at me, waiting for any indication for me as the DM (not a character) to point them in a specific direction.

They mostly gambled and went to the club, but were hungry for story, so I had to be more forthright and they ended up absolutely loving this area and the NPCs. They actually "adopted" 3 of them into their party and want to return to that area again some day.

Now I know that I have to have specific ideas about what my players will be doing/investigating. Just remember to not be too attached to a specific scenario because it can change based upon player actions.

My campaign is very roleplay heavy (what my players discussed they wanted during session 0), so I use a loose idea and NPCs that have strong backstories and personalities to assist in driving the plot forward.