The Short Answer
In the first volume of The Man Without Qualities, the narrator observes that "a man who wants the truth becomes a scholar; a man who wants to give free play to his subjectivity may become a writer; but what should a man do who wants something in between?" The short answer, no doubt, is that he writes The Man Without Qualities.
(Roger Kimball, "The qualities of Robert Musil", in The New Criterion, Vol. 14, No. 6, February 1996).