I mean, I don't think the main point of RPing is to take charge of pre-established characters in the lore.

It's to take inspiration from a pre-defined world to create your own characters and make your own stories. It's not about changing the outcome of Robert's Rebellion by creating a Dornish beast of a knight that slices Bobby B in half on the Trident. Its about creating a character that reacts, adapts and responds to the world around them and creates interesting narratives that are fun to engage in.

As least for me, anyway.