I disagree. There are plenty of linear RPGs that lead you down set paths and don't allow you to go where you want or do what you want. Having such freedom is only really essential to open-world RPGs, not RPGs as a whole.
If you are talking about Action RPG videogames, yes, of course, as I mentioned earlier in this thread, there have been some rigidly structured, but very well-done games by developers like Bioware that allow the player to experience an epic story that is fully fleshed out, where the PC has a predefined role to play with some smaller choices that affect the final outcome. Neither this type of rigidly structured game, nor the more open world videogame RPGs are necessarily better than the other from an empirical perspective, but on a subjective level, some fans prefer one or the other, and some enjoy both types of games.
If you are talking about pen-and-paper RPGs, I have never heard of any linear games like what you are describing. If they do exist, personally, I don't think I would enjoy playing them. Over the past 20 years, I have played a lot of games like AD&D, GURPS, OSRIC, C.H.I.L.L., Call of Cthulu, Shadowrun, Gamma World, Doctor Who, Star Wars D20, etc., and whether playing as GM or player, there was always been that freedom to roleplay your character, going where you want and doing what you want.