This has been covered by others but I'll just repeat. You can decide for yourself whether you have more of a sense of agency or not while playing a game. I'm not disagreeing with that. Particularly in things like a D&D game with different campaigns. That doesn't mean you can generalize that to other people or other games. A sense of agency is in the eye of the beholder.
Let's say I play D&D. I have a DM who gives the players pretty free rein, important things happen during RP if I want to contribute, I have many skills, options and potentially spells at my disposal to great effect. Then I go to play DW. I now have spout lore (or some other random ability, it doesn't really matter) I didn't have in D&D, but I don't feel competent in that aspect of the game and it makes me nervous that I'm doing it wrong. It doesn't give me a sense of accomplishing anything, instead of a sense of agency it gives me a sense of dread.
Some people probably feel more of a sense of agency in D&D because they've mastered the ins-and-outs of what their character can do, even if they're playing a linear campaign. Others don't care much about their character, they care that they can make meaningful choices that change the direction of the game. Same game, perhaps even two people at the same table at the same session, different feelings of agency.