I suppose it depends on how you define control. For instance in the Walking Dead, you still make choices for Lee and Clem. They are their own, but you shape them to a substantial degree. Same thing with the Wolf Among Us’s Bigby.
In other games, for instance Halflife 2, Gordon Freeman is hinted at being one way, but the player may act it out like a maniac jumping around on furniture and swinging a crowbar into people´s faces while they’re having a conversation with this mute lunatic. Same with Bioshock really, a lot of games where you’re hailed as a hero, yet you’re effectively a massmurderer. Skyrim; the bucket-on-head-placing, stealing dohvakin. The list goes on.
In the roleplaying community, there’s a big divide between game masters who railroad and those who sandbox. The only way you can really guarantee that the story you as the writer imagined gets told the way you want, is to put the player on tracks they cannot leave. But even in those games people tend to strive towards putting in the illusion of choice, because we want freedom, we don’t want to feel caged. I would say that’s inherent in all humans.
You’re right that even those games can be fun, but it’s usually because they managed to get the illusion of choice down. Or if it’s a natural arena game, like LoL, Dota etc.