None of us are telling the players what their characters should be doing. But, if we're playing BitD and the players have decided their crew are all fashion hounds and their vice is shopping sprees, and they enjoy playing those out, fine. Still, the Blue Coats are going to show up, frame them for shop lifting and bust them, and then coerce them into stealing a shipment of fashion items from The Hive to please their bosses! You ARE playing BitD after all! And yes, I concocted that scenario, but when it turns out the owner of the stuff they just stole is the Spider's idol, well this is the stuff these games are made of!
The players picked the game, the subject matter, and through their connections, relationships, clocks, vices, etc. largely determined what things were on the table for me, the GM, to do. And this is where Narrativist play focuses is on the presentation of these elements. It is, as a GM, like being handed a canvas, paint, and brushes, and being told to paint a certain type of scene. Sure, you do have a lot of input, but the tools and subjects are not yours to choose. This takes skill to accomplish.
I don't see it really being all that different in some ways than most other games, including traditional ones. If we're playing D&D, they know we're doing D&D fantasy and as a group we discuss general themes, things we're okay with or not, and then talk more specifics about the tone of play. But I see the GM as being just as much control of the game in your example as I have in my D&D game, perhaps more because the nature of the game is to have events like the Blue Coats showing up as a base assumption. Meanwhile if my D&D group is shopping unless I've hidden a Bolt of Smothering in the back (the carpets have to some from somewhere) there's likely not going to be any interruption.
In BitD it seems that the authors of the rules put in triggers to influence pacing, in D&D it's left up to the DM. Neither is a better approach, just different.