We all do that in games. We just follow the big arrow/orders/compass and do what we are told to. But it is hardly our fault. Most games just don't give us the option to do otherwise. If we are given a direction and this is the only direction to advance in the game, what else we are supposed to do?
The first Bioshock took an interesting twist about it, but if you haven't played it I will let you see for yourself. And some games try to make all about what you choose. But they are rare. You are usually just flowing with the river and doing whatever you are asked too. It is not a real problem in itself, but because we are so used to just do that we sometimes forget to reflect upon our acts.
Did all we have done helped? Or in the long term, after the credits, we just screwed the world in the game even more? This kind of questioning is interesting and should be cast upon the player more often. Because it is the player's actions changing the game's world, it is the player who should feel responsible for all. But since many times games put the players as mere expectators, powerless to do anything outside what is predestined to happen, why they should question?
It is easier to just say 'It is the game, I need to do this to advance' than start questioning 'shouldn't have any other way?'. I think it is important to always question, even knowing that there is 'no other way' in the game, the reasons to do one thing.
When you start questioning, you may find yourself in a completely new quest, one where personal growth is the reward. So, start making question, specially to yourself.