I think I've hit upon one of the core issues I have with what I've been calling the Player Entitlement method of playing roleplaying games. That is, those people who believe that because they are players they deserve all manner of special treatment from the GM and from the setting itself. My problem is that there is, in all games, a character that you don't necessarily see or realize: the setting.
The setting is as much a character as any PC, and more than that it is the GM's character. The game must make room for the setting that the GM wants and, in a way, the GM is the most important player. Without the players of the PCs, the game would stop... for a while, until new players could be found. Without the GM, the game is gone. No one can play it, because each GM is in a sense the incarnation, the game-made-flesh. They carry inside them the dream-seed that is the setting and in some cases they are walking bundles of house-rules tailored just for you.
So what is the nature of this setting-character? And why do I think the Player Entitlement people hurt it? Well, whenever you agree to be a player in a roleplaying game, you need to implicitly buy into the setting that you're playing in. If you don't buy the setting, you're wasting everyone's time, including your own. The setting itself can be anything. Maybe it's a happy-go-lucky setting, or a cinematic one, in which players can be exceptional stand-outs amongst the crowd of common men. This is the assumed setting for 3.x and 4e: I've often heard the argument leveled that because it is a fantasy game, anything should be allowed.
This is a terrible argument. Anyone who makes this argument should be ashamed of themselves. Every setting has its own internal logic and rules, and when you go into a stranger's setting it is on you to learn them not on them to change for you. This logic is known as verisimilitude, and while playing without it can be fun for a while, it is ultimately unfulfilling. It is trite, a series of inflated adventures with little logic or reason grounding them, wherein character achievement is almost null since the characters can achieve whatever they want with very little effort.
This kind of play assumes that the setting will bend to the players. Fuck you, players. If a setting has a high level of verisimilitude and is well-crafted, and your GM wants to run it, you need to bend to the setting. That setting is as much a character as whatever you create, and you need to be in tune with the kind of character that the setting portrays. Doing whatever you want, making whatever you want (against setting logic), is being inconsiderate of the crafted nature of the setting.
If you don't like it, don't play in it. Find a GM who wants to run something light where it's all about you. OSR GMs tend to (broad generalizations here, but let's go with it) value the setting at least as much as the individual PCs if not more. If you have a long-used setting that has seen multiple campaigns, then it is only natural that you will value the setting over the individual lives of PCs: they come and go, but the setting marches on. Compromising in the case of one PC is inconceivable here, since you are asking to essentially alter the setting away from its composition just for one short-lived mortal character.
Why should we change our settings for you? Maybe you should change your expectations for us. You might be surprised by how much you like it.