Why some people do not perform well with ambiguity and uncertainty? I've recently read an article about Generation Z, early 20 year olds born after 1995 in the workforce (similar to this one). The article suggests that unlike previous generation, where ambigious goals may inspire 30 somethings to do their best work, the 20 year olds from generation Z prefer to have things broken down into a very clear chunks. An example may be in order:


Compare the sales figures report
Versus: We need a sales report for investor meeting by Friday morning, get sales figures from Angela, have Bill help with graphics and verify figures with Jeff. If you are late, we will penalize you. 


The article continues to state that if faced with the first scenario, a 20 something would get frustrated and will start seeking another job, while more detailed information would help them rise up to the task. 

Why some people are uncomfortable and unproductive when faced with ambiguous or uncertain goals/challenges?
I'm not 100% sure if this is what you were intending to ask, because your initial opening was about generation Z (which is at the large cultural level) while on the other hand your question written in bold seemed to be geared towards the individual. I have tried incorporating both parts into this answer.

In essence I could not tell between which of the two concepts in psychology you were interested in: Uncertainty Avoidance or Proactive Personality (the lack of which is what you describe).

There is an intersection between the two concepts. You may start here in case  you want to look deeper into the latter.   

Background to Answer


  Of particular interest in this study is the macro dimension of
  uncertainty avoidance measured at an individual level. Cultures high
  on uncertainty avoidance are risk adverse. Individuals in these
  cultures prefer stability in their lives and careers. They want their
  environment to be predictable. To foster compliance among their
  members, cultures high in uncertainty avoidance structure behavior
  through such mechanisms as laws, religion or customs. Vague situations
  are avoided in high uncertainty avoidance cultures, and group norms
  and rules reduce ambiguity. Individuals tend to attach themselves to
  the dominant cultural group and comply with its expectations
  (Hofstede, 1980). 
  
  However, there has been a suggestion in organizational research that rather than the more passive attachment
  to the dominant group, some cultures actively try to reduce
  uncertainty by controlling their future environment. For example,
  Schneider and DeMeyer (1991) suggested that managers in high
  uncertainty avoidance cultures are likely to engage in proactive
  behaviors in an attempt to adapt to a dynamic environment. Geletkanycz
  (1997) also found that executives who are high on uncertainty
  avoidance in their cultural background seek strategic solutions that
  respond to dynamic environments. That is, they engage in adaptation as a way of 
  reduce risk. Because of this alternative way of adapting to
  uncertainty, Geletkanycz (1997) called for further research to examine
  the issue that not all individuals react to risk by adhering to the
  norm but rather adjust to position themselves in a safer position in
  the future.
  
  Research has also identified that individuals high on uncertainty
  avoidance make choices for uncertain outcomes that involve gains
  (Ladbury &amp; Hinz, 2009). For example, individuals can be induced to
  volunteer for treatment in a randomly assigned process if they are
  offered monetary compensation for showing up (Harrison, Lau &amp;
  Rutstrom, 2009). An individual’s income can also have an influence on
  uncertainty avoidance and outcomes. For example, Yang-Ming (2008)
  found that as income increases, individuals high on uncertainty
  avoidance were more willing to take risks.


Relation between Uncertainty Avoidance and Productivity (Individual Level)


  In her research with business executives, Geletkanycz (1997)
  hypothesized that top managers whose background cultures were high on
  uncertainty avoidance would be uncomfortable with uncertainty. Because
  of their need for structure, she predicted that they would be
  resistant to change. They would avoid taking action to alter their
  situation. However, what she found in her research was that managers
  whose background cultures were high in uncertainty avoidance reduced
  their feeling of uncertainty by adapting to the environment. She
  surmised that in the dramatic changes related to technology and
  globalization, it was safer and less risky for these executives to
  adjust to the changing environment rather that inflexibly hanging on
  to what is known.


Relation between Uncertainty Avoidance and Productivity (Macro Level)


  The cultural value of uncertainty avoidance influenced whether Irish
  firms were successful as compared to German firms (Rauch, Frese, &amp;
  Sonnentag, 2000). Ireland scores low on uncertainty avoidance in
  contrast to Germany which is high on the value. It was found that
  successful small business owners in Ireland did not plan. Rather,
  customers in that culture valued flexibility and quick solutions to
  problems. In contrast, German business owners were more successful
  when they did plan. It was proposed by these researchers that in such
  high uncertainty avoidance cultures, it was expected that individuals
  engage in careful planning to reduce risk by attempting to control
  future events. However, the results were more consistent with the
  interpretation made by Schneider and DeMeyer (1991) in that they found
  that planning is culturally appropriate, and this detailed planning
  resulted in a successful relationship with customers who also valued
  planning (Rauch, Frese, &amp; Sonnentag, 2000).




Primary Source:

The Two Faces of Uncertainty Avoidance: Attachment and Adaptation
David S. Baker and Kerry D. Carson University of Louisiana at Lafayette



Citations within Source

Culture’s consequences: International differences in work-related values. 
Hofstede, G. (1980). Newbury Park, CA: Sage.

Interpreting and responding to strategic issues: The impact of national culture.  Schneider, S. C., &amp; DeMeyer, A. (1991). Strategic Management Journal, 12(4), 307-320.

Uncertainty avoidance influences choices for potential gains but not losses.  Ladbury, J., &amp; Hinsz, V. B. (2009). Current Psychology, 28(3), 187-193.

Corporate cash holdings, uncertainty avoidance, and the multinationality of firms.  Ramirez, A., &amp; Tadesse, S. (2009).International Business Review, 18(4), 387-403.