In this and many ways, RPGs are - perhaps uniquely among games - an exercise in freedom. In any other game you can think of, be it cricket or chess, your field of action is restricted and limited by rules. In an RPG there are really no such restrictions (or at least, there don't have to be). Your freedom is constrained by the other players and social convention, of course; you can't just sit at the table and openly masturbate, or eat the dice, or whatever, but that's true of all other games as well. Where it matters, in an RPG there are no constraints.
Does this mean anything? I'm not sure, but I'll hazard this: playing an RPG gives you an interesting insight into agency. It may be that we are all just bundles of neurons who go around reacting to things and then rationalising our decisions after the fact, as it now seems fashionable for neuroscientists to argue. But playing an RPG you get a relatively unfiltered understanding of what agency is and means: the power to make decisions and choices and then act on them.