I build the world your characters does what they want. If I build two worlds and you want a character from world one to go to world two that's not an "agency" problem but a logistical one. Why and how your character would transfer, general balance of combat/interactions, etc.

Games are ultimately transient, that's just their nature. The controller gets put down the board is packed up. You don't get to transfer your oblivion character to morrowind or skyrim. You don't transfer assets from one game of catan to the next time you play. Were here for the experience not for "something to show for it"...Idk your perspective is so entitled and alien to me...let's just be glad we don't game together and I hope you treat your dm very well.

What an interesting position. So, ultimately, you feel that, if you can't personally shatter the laws of reality and time, then you don't have "agency"? I literally cannot even imagine trying to DM for you. I feel so sorry for your past DMs. The story's either collaborative, or it's not, and it seems you are just completely unwilling to collaborate within the confines of a given world. You don't want to play RPGs, you just want to write fanfiction.