What's the alternative? That there be no consequences stemming from what the players didn't choose to take on? No in-setting cause and effect where, if left uninterrupted, one thing reasonably leads to the next? No evolving backstory above and beyond that which the PCs specifically interact with? And how about campaigns or settings with more than one PC party?
Ideally, a game world doesn't just sit there static waiting for some PCs to show up. It evolves. Monarchs die and are replaced. Storms destroy a small town. A new temple is built to the glory of Jupiter. A war begins in the east, while another ends in the south. And so on.
And, ideally, a game world reacts to what the PCs do in or to it. The PCs kill the evil Emperor, so a five-way civil war erupts between factions looking to fill that void. The PCs destroy an imprisoned deity and in so doing quite literally take away the primary reason the game world is articifially held in its orbit, so the world starts drifting into its natural (and rather unsuitable for life) orbit. Both of these happened (with consequences still ongoing) in my current campaign, and while they've largely left the civil war to its own devices I strongly suspect there's going to be a lot of effort put towards trying to fix the planet's orbit; and not entirely intentionally they've already laid some of the groundwork for so doing.