I've just been through an odd "reversal" of that. My present character, Phoebe, is a rebellious thing, and she doesn't care about my sense of "story." We were passing through the Arena district, having just put down a small pile of money for a Waterfront shack and furnishings, when she heard the roar of the crowd, and said "I can win some of it back." After losing one bet and winning another, she took a look at the contestants, and decided that the winner "down there" was making more money than she was "up here."
So she went downstairs, endured Owyn's insults, and signed up. She fought one match, and then another, it being early in the day. And another... I suddenly realized that Phoebe had taken over, and logic and "story-telling" be damned, she was going to keep tilting away in the arena until she was killed or ran out of daylight. Most of her opponents she killed in seconds. (She's a crazy Breton Nightblade/Archer who combines poison, deadly enchantment, and destruction castings.) Some of them never even got a hit in on Phoebe.
It was glorious fun.
We finally got out of there when she advanced from Myrmidon to Warrior. Twelve fights in one day. Totally illogical for a character doing the Arena quest line, right? Then I realized that it was a vacation for Phoebe, who had been slogging through Necromancer caves and Oblivion gates for the last few weeks.