It's nice when done well, but it's not a game-maker for me. It does help with immersion if you're playing a game where your character is your avatar in the story. But if the main character is a pre-made character and you're just playing through their story, I don't see a need for it. Though, if it's done well, I wouldn't argue against it. But it does seem kinda necessary if you build your character from scratch and then don't get to utilize them the way you designed them

If you build an evil character to be a douche, it's only logical you be allowed to murder people to get your way, or something along those lines