Because that's what narrativist mechanics do. They let player's directly manipulate the story in a way that only the GM normally can.
Lot's of people get tripped up on this thinking that "immersive" = narrative and for many people the meta nature of narrativist mechanics takes them out of their immersion.
They are still excellent ways of creating compelling stories -- including stories about your PC, but you are taking a more "author" like role as well as an immersed role and need to switch hats between them.
The story is the game. You as a player get to use mechanics to change it (you can literally change the world, plot, actions of other factions etc). In more trad mechanics/play the only way for a "not the GM" to change the story is to embody the character and have them do something.
Well, lets not overemphasize that. I'll take the example of Dungeon World, since I am running it now. The players, before creating characters, expressed some ideas/preferences for a type of milieu/sub-genre of play. Then they assembled some character ideas over a few weeks and made some characters. As things settled out, they fleshed these out with alignment and bonds, so giving them some motivations/goals and some ethos, along with some backstory for each and their race/class choices, etc. I asked them a bunch of questions throughout this, and it was established what each character was doing, how they were related, etc. This also established some more parameters of the milieu, the name of the city, who the authorities are, their relationship with the characters, and what sorts of things we were interested in having in the story, in a very general way.
So, during play, the players suggest things like what sorts of skills they might bring to bear (moves in DW) and I explain the situation, details, possible consequences, etc. This is a conversation, and the players then act in character. Sometimes moves obligate me to say things. Like Discern Realities with a successful 10+ result means a player gets to ask 3 questions from the DR list, and I have to answer them in a way that is useful to the characters, plot wise. They even get a +1 Forward when they act on those answers directly.
But, no player is literally ever saying "well, a guard shows up now and drives off the bad guy" or anything like that. Nor are they saying "well, there's a sewer grate I can open here" or anything like that. Certainly those might be things a player could suggest are happenings or circumstances that either explain an outcome, or provide for an interesting option. Often in DW GMs probably take up those suggestions, but you have to look at your principles and techniques to decide. If a player simply always wants an easy way out of any bad situation they've got themselves into, that's probably not how you want to GM! No, the bad is not driven off, you have to either fight him, or attempt to flee, exposing yourself to possibly lethal damage, choose! You get into a situation like this, as a character, by the GM making hard moves against you, and that's usually a matter of the dice. Honor the dice!
DW is "Play to Find Out What Happens" not "Play to find out how the player weasels out of every consequence and gets every reward." Players are free to contribute their imaginations to play, but all play has to have some sort of integrity, just like with other techniques.
Now, other RPGs may be much more generous with player fiction, even relying on it heavily or entirely. They have different structures and different forms of arbitration of outcomes, and different goals. 4e, and most RPGs that I'm very familiar with, expect the GM to be the mechanism that upholds the Czege Principal however, that challenges and responses to challenges are the responsibility of different parties (like I think in Fiasco players make up the obstacles for other player's characters to deal with).