Think of it this way: It's a social contract between the company and the employee that you will spend your time on something valuable to both the company and you. In larger organisations it can also help to answer the question "What is your team working on?".
I have in fact experienced employees (peers) that will simply slack off and say they "weren't told what to do" when asked. It's infuriating to work with those kind of people. Those have been exceptions though.
I might argue then that your company does a bad job at hiring :) Also, do you also ask yourself: what is my manager doing? I do and in good, healthy companies I can see that.
> It's been proven that employees don't normally do that?
I have no idea, but I think the psych literature (and common experience) does show that people will take stronger ownership of stuff they defined themselves in the first place (well, duh). If HR think they can get more buy-in for free then why would they not go for it.