I think the key point is that you don't "Win" an RPG; yet, we all still have a natural competitive drive, so instead of trying to "win" we try to "do the best you possibly can." You start to compete against the game itself. Given that, it's no surprise that people want to change the game because, and this is also part of it, you want to "do the best you possibly can" to emulate a certain kind of storytelling.