I apologize if these questions are stupid . Just wanted to know how other people might approach being distracted/conflicted about the hobby or if it even exist for some of you .
It's a really good question and, I think, one that all hobbyists deal with at some stage.
I think that it comes down to whatever floats your metaphorical boat. For me, that's the painting aspect of the hobby. For some, it's modelling and converting, for others it's gaming and list building.
As a painter primarily, I tend to be drawn to models that I think will be interesting to paint, which probably makes me one of the biggest hobby butterflies out there. It's rare that I paint two units from the same army back to back, but when I do, it's biggest I've fallen for the aesthetic of the army. When that occurs, I tend to pick out the units I want to paint and then try to figure out what type of army they would best fit into. It's a completely arse-about-face way of building an army, but if I try to draw up a list and then paint that list, I find it too daunting.
I think the biggest distraction comes from when doing this hobby; if you commit to a large army, at some point you invariably face burn out from that army...and something will always looks shinier, better and more fun. So I combat that by trying to focus on 1 unit at a time, whether it be building the models or painting them. Both can lead to burn out. When a new unit comes out for another army that I simply must have (Idoneth Deepkin being a prime example), I try (and often fail) to avoid making the purchase until I've achieved a few easy goals with my current force, whether that's finishing 1 unit I'm working on or maybe filling all the Troops selections before moving on. That way, often the initial urge that I have to absolutely, positively, definitely own a particular unit...fades with the time I've taken to complete my other stuff. If I still have the powerful urge, I know it's an army I actually really want, rather than just a passing fancy.
As to your particular points:
Firstly, is it weird that most armies in the GW Range kind of appeal to me in some form?
No. The designers of the model ranges are superb at what they do and as such they pretty much all have particular aspects that appeal to everyone in some way. Even if it's just the ability to paint an army however you want, like Space Marines. They could be a bland faction, but the fact their armour is a blank canvas means that you can finally own that blue/red/green/pink/grey/indigo army that you've always wanted.
Also, the background is sufficiently fleshed out now, such that there is normally at least 1 piece of short or long fiction that makes you think 'Yes. That is so cool I need to make it happen!'.
Second, I am torn between whether to invest into Age of Sigmar or Warhammer 40000 (want to do both, but I don't want to go crazy about it ).
Then do both. But in a responsible way. Maybe just plan on a 750 or 1000 point army in each. That's enough to get a range of units and figure out whether you actually like the army and how it paints, or how it plays.
If you enjoy the game system, but not the army, maybe move on to another small force in the same system. When you find that army that you find interesting, expand from that point.
Mad ramblings from an old man, but hopefully it just shows....you are not alone!