You cannot deny a CHARACTER agency, or anything else actually.
But it is a weird way to parse things up. Players play games and they take 'actions' within those games. The only logical way to define agency here is "what, within what the game in question allows, can a player do?" There's a corollary which is whether or not it is potentially an 'effective' option, that is one where the player has some amount of information and the move in question bears some relationship to the goals of the game.
I honestly don't know what pretend agency of pretend people has to do with anything, really. In fact
@pemerton explicitly made the point, which I cannot but endorse, that 'pretend agency' is a minimal possible requirement for any RPG to exist at all, as otherwise the players would literally be a completely passive audience, and I wouldn't consider them to be 'players' in an 'RPG' at all in that case! So, basically all this talk about 'character agency' has no bearing on anything!
And so does EVERY SINGLE OTHER PLAYER in every RPG ever. We all know this, and we all get to say what our character does, as that is the very most minimal level of participation in an RPG that I know of (I guess writing an adventure for someone else to use might be a lesser form, if you wish I grant that). I don't find it super interesting to talk about these sorts of basic givens as they can't really tell us much about how each of us plays. It's like discussing the fact that runners go around the bases in baseball, sure they do! But what actually means something? How they do it! And in the case of RPGs, that means talking about what players do.