It isn't like everyone always reacts the same way to it, or something.
To present an example of one issue - in a live-action game I once played NPCs for, one person I know was playing, and her character build was significantly based on engaging with the economic development aspects of the game. Then, on the third session, the entire game traveled a couple thousand years back in time. All her build investment, and relevance to the game vanished, without her knowing it would happen. Meanwhile, all the people who had put together combat builds were just fine. The historians were in amazingly positive positions. The commerce folks? Shafted.
In the OP's example, you're in the Old West. You expect lots of high noon shootout action. You invest in being the fastest draw in the West... and it turns out to be a horror game with mostly slow zombies that are effectively immune to bullets. Everyone is faster than the zombies, and the bullets do squat. Much of your build is wasted, and your character concept not relevant to the current situation.
And that's only considering the mechanical build issues, and not other expectations.
Ok, sure, but maybe it's possible to plan a campaign with a surprise twist AND help work with the players to prevent that kind of scenario.
In general I don't think playing whack-a-mole with examples is a useful form of discussion, so I hate to shoot down your example, but using it as a placeholder:
1) If the campaign starts off as traditional Old West, then there will still be lots of shoot outs. And even when it gets Weird(tm), it would be most effective if the theme still bounced unexpectedly between the supernatural and mundane. Sometimes the bad guy is really just a bad guy. (I'm thinking of the scene in Blue Velvet where the protagonists are being chased at night by a car and you're convinced it's the criminals, and it turns out it's just jealous high school rivals.)
2) Supernatural monsters aren't all slow-moving zombies, and in fact I imagine terrifying eldritch monsters springing out of the darkness so fast-draw could be awesome. But if that
were the theme of the campaign, a GM could nudge players away from that ability without giving away the surprises. And if the player insisted, a (good) GM would make sure that ability played an important role.
In some ways this (surprising) debate reminds me of the discussions about metagaming, where some people constantly invoke "but what if a player or DM is a jerk?" arguments.
Instead of, "Oh, man, that could be really fun if it were done right" there's all this jaded/cynical "Oh, man, that could be really awful if it were done wrong." WTF?
