Games are all about illusion though, I really don't see why story illusion is so bad. In retrospect it can be frustrating, but a game like Undertale (which I do like) ends up doing the same thing. There's not really a freedom, there's a limited set of parameters that one breaks down to reveal an ending state. Any game can be looked at raw mechanics, but if getting to that point makes decisions feel weighty in the moment then I would say it is successful.
That's an insightful statement that I find myself surprisingly agreeing. Video games can be an art form, and art is malleable in unimaginable ways, so some games can be designed to take you to unexpected places regardless of its amount of endings and choices.
That being said, there's a fundamental truth (though not necessarily fact) one must consider in the design of a game with many meaningful choices. When you are offered that many options, it does give you a kind of feeling that what you do in the world will have consequences, it will have weight, and your actions will matter. In turn, you will matter as an individual in this virtual world. "The Stanley Parable" is a great example for this. Having such versatility in the things you could do, it gives you the perception, a real perception (not an illusory one) that you're on an adventure where the five different paths will lead you to many interesting discoveries, and the kind of option you choose almost defines you as a person when the ending is revealed.
This is one of the key differences between a CYOA game and an open-world game. In an open-world game, you can explore the world, sure, but it's not guaranteed that the many options available will be interesting. It's designed to merely give you a sense of freedom in a real world. CYOA games, on the other hand, are designed to make every option available to you as interesting as possible. The other key difference is that regardless of where you go in an open-world game, most of the time, you will reach the same ending as every other player out there. CYOA games give you a flavor of individuality. Your own chosen path shows you what kind of personality and mentality you have, and the game thus melds with you, connecting with you, in a very personal manner. You become part of this world, this universe in the game more significantly than you would have following a linear path to save the princess in Super Mario World.