That's certainly a feeling I've gotten over the years of doing this, and writing in general. It is so much simpler to write a story in an established setting, like with fanfiction. Interestingly, I've written two stories over 50K words long as fanfiction for a setting a friend created, and both of those were some of the easiest writing I've done.
Setting building is definitely a different problem from writing a story, and I tried to do some of that in my head before writing anything. For example, the story's protagonists are from an interstellar "high kingdom" with a few relatively recently founded colonies that are just now starting to really take off after 70+ years of development for the oldest ones. Magic powers FTL travel and communications, allows artificial gravity, shields and limited replication and transmutation. There are also sapient robots of a fairly standard variety from sci-fi (namely Alien), which occupy a stratum in society where they're mistrusted by a non-trivial number of people. The high kingdom sends out manned survey vessels to chart star systems of interest, and the ships are manned because their society has come to expect that people need to work to be happy and some people are happy doing that. Despite 150 years of SETI style searching and active space travel, they've never found evidence of aliens.
Weaving all of that into the story is doable, but tough. The main character is the captain of the ship, who has cybernetic lungs due to an autoimmune disease and has a robotic daughter because he was lonely. The engineer's mate doesn't trust the realistic looking robots in society and doesn't like how they're second class citizens either, which brings conflict with the captain and offers some chance of exposition. Two of the crew are scientists who outsiders and offer a chance for exposition to a point. One is a democratic reformist, which the government doesn't like.
So... the pieces are there, but mixing them together is harder than I expected. I never even got to mention the reformist thing. The conflict between the engineer and captain's daughter felt forced at times.
I feel like one of the biggest problems in the story is the fact that it doesn't start at the right time, which is very common with first drafts and new writers. I spent maybe 20,000 words going from "the crew arrive in a system and discover an unexpected space pyramid" to "now they're inside of the pyramid", then another 20,000 words getting to "and the zombies wake up."
So, I'd like to cut to them just arriving at the station at the beginning of the story, but there really needs to be some build up to explain how finding aliens is such a big deal. Lots of pacing issues like that.