This is a very interesting question/topic and there are a few games where they have tried to move away from this, with limited success. (examples like Mage the Ascension and AMBER), there are also some OGL games that try to use other ways of determining chances and such so DM/GM/ST is less needed. 

I think the main reason is people like someone to be in control and it makes it much less complex when a story is a linear progression from point A to C thru B. The DM is the one that controls this. 

I have run a few StoryTeller games from White Wolf where I have let my players be the drive behind the story and I then let the story/environment respond to their choices. But this is really a hard way to dm/gm as the game is now open to all kinds of inputs and you have to think on the fly. But I think it makes for a much more fun game if you let your PC's drive the game and not the GM.

So let me say this start a game session where you have a bunch of small adventure hooks and a bunch of npc's that you can grab and run with depending on what your players do and say in game. Let the world respond to their actions and have no set plan on where they have to go let them decide and if they start an adventure and half way go chasing after another then let them that is how life works :-) But maybe they made some unknown enemies on the half completed adventure that now come at them without them knowing why :-)