Plenty of people in the ME universe don't care what Shepard thinks. A great many more if you don't get to unlock the reputation 'make everything ok' options.
And a lot of those people end up with space bullets in the head. However, there are a lot of times where people do care what Shepard thinks, to the point that you can convince the villain of the first game to shoot himself in the head. You can, unlike with the Catalyst, argue that he is wrong, have him accept that he is wrong, and have consequences of that play out. You can also do that in Mass Effect 3, of course, but then not five minutes later the game tells you that the villain was actually right
And you don't really get to direct the story - you make choices which the story has allowed you to make. The main ending gives you just as many options as any other major plot point, it's just that there's no way to defer the result any more.
You do get to direct the story. You don't get to direct the plot, but there's a difference between a plot and a story. Plot is the things which happen in the order in which they happen, story is what it all means. The story
is very different for a Shepard who was fully paragon and saved lives wherever possible to one who was fully renegade and sacrificed people to get the job done, because the motivations for those different decisions are necessarily different.