You aren't playing the same game.
It sounds like you and your players are virtually playing different games, or at least very different styles.
As with so many other questions, the answer is talk to them, but the specific question you need to answer as a group is "What style of game are we playing?" and potentially related "What system should we use?"
It seems you expect to play with a group of adventurers that go off exploring and killing things. Which is fairly stereotypical and common for D&D.
It sounds like your players are looking for something else. Perhaps intrigue within a small area. D&D can support that, though there are other systems that might be better. Mage: The Awakening characters for instance often have day jobs and often focus on city level events. Entire chronicles can be run without leaving the city or abandoning a day job.
Either of these play styles can work very well, but everyone needs to be on the same page about it. So you need to discuss everyone's expectations about the type of game you will be running.
Get everyone together
This is a tangent from your core question, but you mentioned they want to have never met.
This is not inherently a problem, but you do want to get them all together quickly. How you do that depends on the type of game you intend to run.
For an exploration/adventure game, I often declare by fiat that they all know each other and even that they have already formed a group working together. They may choose to flesh out how or not.
For a more intrigue based game, I often create a reason they all come together in the first session. Perhaps some powerful or wealthy quest giver summons all of them and directs that they work together. Perhaps they are simply all called to the same social event where they may choose to work together as problems arise, or work against each other.
But regardless of how you do it, an in-person game will work better if you force all characters into the same place very early in the process.