It means that the RPG can have story arcs comparable to other dramatic mediums. In film, think eg Casblanca. In literature, think eg The Human Factor.I do get that risk and uncertainty make (or can make) games more exciting. But the consequence of a risk gone awry does matter. Traditionally (at least in my experience) in an RPG some of the things exposed to risk are:
- XP/Levels (in older versions of D&D, for example)
- Maybe some other stuff I'm not thinking off at the moment.
Sure, "Character Concept" could be added to this list. But I'm not sure what that achieves, except to annoy people who think they should be in control of the concept.
In genre fiction, think eg Han Solo (who, in Star Wars, turns out not to be the mercenary he thought he was) or Nameless, Jet Li's character in Hero (who in the end choose not to take the vengeance that he had pursued). Of course many other examples could also be given.