You make it sound as if they are kicking at an open goal with no one defending.
Aside from the goal keeper - there is another team also trying to not only stop a goal - but to score one of their own.
That’s like complaining players are paid millions in baseball and get shut out. It happens - sometimes the guy making millions playing defense wins the day.
Soccer will always be a relatively low scoring game compared to baseball/hockey - playing and practicing a game day in and day out from age 3-18 has a way of making players better and strategy stronger. Compare both numbers of players participating in baseball v hockey v soccer and how much time they spend on the field. Soccer has a much higher number of participants (lower % reach level of stardom), play more and simply have the toughest competition.
If defense sold merchandise and consistently won championships in the NFL - we would see a lot more 9-6 games with some soccer player being carried off the field on their teammates shoulders for making the winning kick in a Super Bowl.