Other Game. The GM waits for the players. The players then say "lets go get the bandits south of town". The GM nods and says "yes". Annnnnddd....ok, here is where it gets fuzzy. So this type of GM is pure random improv, right? They never make up anything before hand. So they players just randomly say whatever on a whim, "we say some bandits are hiding in the barn". And the GM says "yes" and the players have an improv fight where the GM just says random numbers for each needed bandit stat?
If this came up in a Burning Wheel game that I was running (I'm more familiar with BW than AW or DW), we'd have established during our first session, as we were creating characters, that (1) there were bandits south of town, (2) that they were part of the situation in the game, and (3) various relationships between or beliefs about the characters, the town, and the bandits. We'd all have some idea of what sort of bandits were there, what their MO was, and why we were concerned about them. As some of my prep for that game between the first session and the second, even if I didn't know the players were going to go bandit hunting, I'd be remiss as GM if I didn't have some bandits written up for when they came up in play, identify some of their leaders, and figure out what they want. I may not stat them out fully, as it's highly unlikely that there'd be a full on combat right away, but I'd have information in my notes to be able to play the bandits
because the players and I already know that this is what the game is about right now.
It's possible that the bandits may not be part of the situation at hand — maybe the local lord is getting a little bit heavy-handed, overtaxing the locals and sending his men out to hassle the townsfolk and steal their crops, and that's what's going on, and one of the characters was burned with lifepaths that suggest connections with outlaws and other criminals. And then, in play, in response to the situation, the player playing that character asks if he can contact local outlaws to start working against the lord. Maybe I didn't expect this, but the game is flexible enough that I can assign reasonable stats and skills for them in play on the fly to the extent needed and then flesh them out before the next session.
As far as the GM saying "yes" when asked if there are bandits in the barn, that's a violation of the rules as written in both these situations, because the GM's only supposed to say "yes" when there's nothing at stake. Otherwise, you roll the dice. If the game's about the bandits, then where they are is wicked important and can't be resolved by saying "yes." In the second scenario, it's different, but still important, and there would need to be dice rolled to determine whether you find the bandits and their disposition. And however either situation developed, game play will then move along according to the rules. If there was a fight, we'd use the rules for Fight! or Bloody Versus or Range and Cover. If there was a parlay, then a Duel of Wits might be appropriate. Just like D&D, BW has systems and rules for how actions are resolved, even if how you get to those actions and resolutions is explicitly driven by player priorities.