Lot's of religions have the "I believe God wants me to do x" component without their followers then actually doing X. Non of the Catholics I know, for example, are particularly catholic or overly christian in their day to day behaviour, while all the Mormons I know try very hard to be, well, Mormon.
I'd guess that one of the differences comes in what we believe; specifically, Mormons believe that God still commands us and communicates with us today through chosen leaders - the Prophet and Twelve Apostles. We hear from them once every six months in what we call General Conference (curiously enough it concluded a couple hours ago). So they can add a level of recency and organization to commandments that might otherwise be more vague and ambiguous - e.g. "God wants each member to not eat one meal a week and donate that money to the poor" is a somewhat of a commandment for Mormons, and extends from God. Announcing that five new temples are to be built came from the Apostles today. For Catholics I don't believe most exact/actionable things are quite as direct.
