On the ability to say no, I wouldn’t be a fan of early game-overs for people who don’t like the plot concept. I bet that would get a lot of complaints by people who thought the presentation of a choice was a promise that they could play the game that way, and would then feel punished by the fact that it just led to an early ending. I predict 1 star reviews and refund requests would abound.
It’s of course possible to be near-explicit about the fact that this would lead to an early ending – like a high-stakes version of the Samurai of Hyuga fish-killing choice (and I remember well the forum argument that produced that one) – but it breaks immersion for a lot of people when the author is in essence jumping around, waving hands, and saying “this will end your game early!!”
That said: I’m a big fan of the ability to be a reluctant participant in the plot, especially if the plot takes us along routes that reasonable people might find immoral, unpleasant, or ridiculous. As I said about The Hero Project when it first came out:
I understand that many authors may not feel they have the time to write a thoroughgoing “reluctant” option, but it would I think get a warm reaction from readers. A reluctant protagonist is immediately more memorable and often more fun than one who’s just riding the plot rails. If you’re investing time in protagonist variability at all, investing in a “reluctant protag” path will often be worthwhile.