Within the campaign you have agency. Across multiple campaigns and we'd need a long talk.
I don't consider each session of a west marches campaign as separate campaigns. That's a single campaign and then yes, a different one of your characters could potentially be looped in.
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.