S'mon said:Immersionist play, the PC is the protagonist of the situation. "Story" isn't a very helpful term here when discussing Gamist-Immersionist play. Fine for Narrativism's 'Story Now' agenda, but in G-Immersionist play, stories are what arise in retrospect, as the result of play. Bad GMs and modules try to force a particular story - Railroading.
D&D is all about railroading. In classic D&D the plot is a flowchart that is literally set in stone -- and I'm not misusing "literally." I mean that the flowchart is an underground stony maze called a dungeon. You really don't get much more arbitrarily restrictive than that.
Other games are not necessarily better or worse. When we get outside the literal or metaphorical set-in-stone approach you typically have scenes plug into the characters' wide environment and relationships. This is why what (in the Realms, say), what the Zhentarim or Harpers are up to is important to the characters. It provides a set of inspirations for the players (including the DM, who is really a player) when it comes to approaching, abandoning or rebuilding the situation.
Basically, in D&D you have the chance, and the capabilities, to be The Hero, but you have to Step On Up. That's what I love about D&D. As a player I'm not thinking "What would this character Rolfus Redbeard do in this situation?" I'm thinking "What do I, Rolfus Redbeard, do in this situation?" - with an awareness that success or failure are both possible, as a result of both luck and my own abilities.
Do not confuse the way you like to play D&D with the totality of what D&D is about. If I'm in a game set in Newhon or in a Vance's Dying Earth, then the themes of the game really do include things that protagonist can't do anything about, and the point is often to create interesting scenes against this foil.