This sort of thing is what broadly divides role-playing into two styles or approaches: treating it more as a game that the players are trying to win, and treating it more as collaborative storytelling in which the players and the GM are trying to create a compelling narrative. Nothing but sorrow comes from a mismatch between players and GM in this regard. There's nothing better or worse about either; they're just very different experiences.
Joss Whedon once said that spacecraft in "Firefly" travel at the speed of plot. That to me captures perfectly