Fanaelialae
Legend
There are players who believe all games are railroads, and see walls/tracks where they don't exist.
Here's a post where a DM discusses running an improvised game, one of the players spent the session searching for the rails, and was only happy once he thought he was 'back on track'. In fact the rails he thought he was on, did not exist.
According to the player's response to you, that wasn't the case. What I took from it (which is also what the player said) was that he simply was concerned about whether his choices were relevant, which is definitely not something that a player who just wants to get back on the rails would be concerned about.
There are strengths and weaknesses to each approach.
A plotted game can marginalize the value of having choices (or in particularly bad plotted games, offer no choices at all), but can offer an epic storyline that keeps players riveted to their seats. The plotted story allows the DM to pour all of his time and energy into a single storyline, and thereby maximize the awesome thereof. In a good plotted game it shouldn't matter that players don't have a sandbox of choices, as the players shouldn't have any interest in leaving the "rails", because those rails are part of the best roller coaster they've ever ridden.
A sandbox game rewards choice, but may feel too unfocused for some. A good sandbox game makes player choices matter, and enables them to play exactly how the players want to play. A bad sandbox, on the other hand, may leave the players aimless, wandering without any clue as to what they might do next. In a good sandbox, the DM drops plenty of clues about, and gives the players the freedom to succeed or fail based on their own choices. This style relies at least as much upon the players as the DM to make it awesome.
In my own games, I prefer a blend. Sometimes I give them the freedom to do whatever they desire. (Even when not, I always make sure that their choices matter.) Other times I want to lead them to a specially prepared scene; one that will stand out in their memories for a long time to come. It's possible to do so without being heavy handed; you just have to know your players and how to properly motivate them. I think each style has a place and a time.