With RT, the idea is partly to decide what the big treasure is, ahead of time. Rogue Traders have more than 2-6 other friends, flying around on the same one ship, throughout the Koronus Expanse, and beyond; they have numerous networks of contacts and servants. If somewhere in the area a treasure is being looked for, or mentioned, one of your contacts will pagically hear about it, and send you a memo. The you show up, and try to acquire it. You need to know what that will be, and then figure out how worth it it is, where it is, and why it is still there.
One of the campaigns I would love to do sometime is Lure of the Expanse (I'll keep the spoilers to a minimum). Basically, you get an invite to a seance, where a valuable treasure is revealed. Then, you have to find it, but it isn't as easy as "they pinpointed it on the map, right there." This treasure, as it is, has remained lost to everyone for millennia, and only now is it going to be reachable. You have to find clues to its exact location, and then, after dealing with all of the issues each such clue location has, follow the overall path to the prize, all the while fending off other Rogue Traders, pirates, primitives, and some of the treasure's original owners.
Other such episodes need not be so complicated, but if you think of a cool toy/perk your team might want/could use, and let them know where it is, they'll go looking, and fight through all the crap to get to it. RT differs a bit from the others in that your players might actually WANT to go do these things. Soliders doing their duty is great, and ferreting out heretics can be fun, but most end with knowing that, next week, it'll just be more of the same, and the reqards, as they are, can seem paltry (this need not be the case, but I am laboring to make a point). RT, on the other hand, gives tangible rewards, in the forms of money, gear, access to more/better of both, ships, planets, people, relics and more. You get to embarrass your competition, and get stuff as rewards you want to keep, and use. It feels a bit more, to me, like a game where the players might feel their contribution paying off, while Space Marines and Acolytes will go home, and just wait for the next fight, or the next stupid cult.