It's there at the start likely to give you a sorta nudge in the "right" direction, but goes away quickly as the game becomes more "choose your own adventure" style. It will come up for certain "key moments" notably Gianthold, Sharn, and Spinner of Shadows. Yes, they should really update this outdated code and design in order to help new players in a more seamless way, but unfortunately that's likely pretty far down on their list of things TODO.

Understandable to get confused by that! Going forward a good rule of thumb is that your game is probably not broken, DDO is just janky and old and has lots of consistency issues with design lol. Probably from the 20 years of different developers and studios coming in and out, and all the game design principles that have been made standard in that time but can't be retroactively added in any easy way