A lot of CRPGs are kind of schizophrenic. On the one hand they present themselves as virtual sandboxes of a sort where you make your own story, but on the other hand they have a set story with an envisioned beginning, middle and end - and often that story funnels down to you killing or failing to kill a final boss.
It's rarer to get games where there are multiple possible endings, but in that kind of case you can say the choice isn't illusory, or is at least less illusory - it's even less illusory if earlier choices start to incline you to one of the different endings, but you can still change track (albeit with increasing amounts of effort as you get further along).
As per my thesis that (C)RPG sub-genres, lineages, etc., are defined by their various failures to achieve perfect simulation (or their various halts on the way to that, due to limitations or constraints of various kinds), set stories only exist because the game's simulation of a virtual world isn't perfect enough to enable you to make your own story (roleplaying a character in that virtual/notional/counterfactual world). For example, with a more perfect simulation, the various other NPCs would have their own motivations and interactions, would interact in their own way out of the player's sight, the chips would fall in a certain way and that would result in you being impinged upon with circumstances you'd have to deal with, and that would be your story.
But having a story imposed is a kind of kludge that substitutes for that failure; it takes away some of your character's agency (and also the NPCs' notional agency, for that matter) and becomes meta, more like reading a book or watching a movie or being told a story by someone.
There's a fundamental contradiction in that a story, properly speaking, is something that's already happened, cannot be changed, and is being recounted, whereas what you're doing in an RPG is living through an ongoing lived present and shaping a future.