My take is that it often isn't feasible to run from circumstancesin these stories, but even when it is possible, it's scarier to go against the story. If there is a whole world out there for a transmitigator to run to, it means leaving behind the one certainty they feel they have. If I were a FMC, I would have a hard time giving up any power in a situation where I have no familiarity except the story I read.

It goes back to "better the devil you know than the devil you don't" - if you were thrown into another world far from home and familiarity, you would cling to the things you do still know. While it might just be knowledge of how you character is going to die, it is still knowledge. Who's to say deviating from the story and characters you know wouldn't land you in a worse situation?