I have been ruminating on the issue regarding "player agency" that has been term often used in threads about complaints regarding the player's character, the WOL, having no agency.
I sincerely agree with the descriptions used though I may not specifically think the term "player agency" is the most appropriate choice and, in ways, I feel it can be easily misinterpreted as wanting to be the centre of attention, which is certainly isn't.
In my personal opinion, I feel that the issue is more complex and nuanced as most people understand. The issue with Dawntrail is the characterization without consideration for past practices and story events.
More or less, the player/WOL has been able to express their opinions which, in some cases, resulted in different reactions from the NPCs creating a feeling of being integrated into the world. The player, in this instance, has some control over how they can be "perceived" by the other characters without changing the status quo. This includes the game commenting on your own personal achievements, like having special dialogue with Estinien if you did the Dragoon quest line going into HW or the scene of everyone coming together to aid the WOL at the end of Endwalker based on what you have and have not completed in the game (to name a couple off the top of my head).
It's these small things that allow the player to "customize" their interactions in FFXIV and develop the "characterization" of their character as they perceive them (with limitations of course).
As the narrative goes on, the WOL is asked for their opinions on certain relevant topics or to expound upon, in brief, their own past experiences and opinions on characters. While not every choice is going to be available, one has had the opportunity to pick the closest approximation. For example, you have the ability to tell the 'Watcher' in EW who you think was 'in the right' (Emet-Selch, Venat, Hermes, no one, etc).
As shown before, multiple times over, Dawntrail throws the WOL's space for characterization out the window and it all starts with the premise and failing to take into consideration the story prior to the start of Dawntrail and it's cultural implications.
The narrative ignores the Bloody Banquet and other story events that might make someone pause when getting involved in politics. The narrative attempts to paint over the obvious story of Dawntrail with "you can go and adventure with them to find the City of Gold!" and then says, if you don't think that's a good enough reason then, as the person we just met several hours ago says, there's a tyrant looking to take the throne and they plan on trying to conquer Garlemald first if they succeed.
Boat ride aside, we are immediately tied to Wuk Lamat at the hip from the first scene in the city, where the Landsguards stop us on the docks for immigration clearance to which Wuk Lamat hand-waves the issue by declaring that the WOL and party are with them. This already creates a power imbalance forcing us along with Wuk Lamat.
Further more, the first scene in the Castle with the other Promises already lump us in with Wuk Lamat which railroads cautious WOLs into supporting a candidate for the throne. There is no way for the WOL to voice their concerns regarding the situation and is, by default, seen as supporting Wuk Lamat.
From that point on, you have exactly 1 option for interpreting the situation that is expressed by the narrative: you support Wuk Lamat.
This isn't itself a bad thing but the narrative goes out of its way to shoehorn the WOL into a cheerleader role. The WOL can hardly be seen as a mentor because they not deferred to for their expertise or life experience of which they have many. They are unable to properly call Wuk Lamat out for making stupid decisions when they are rightly warranted because the narrative is content with the fact that Wuk Lamat can do no wrong so...these moments of actually being a mentor never truly happen.
For the majority of the story, the WOL agrees with whatever Wuk Lamat says and smiles and nods like they're being held at gun point.
In contrast, the Role Quests (of which I have completed the Tank, Healer and MDPS) have you fulfill similar roles but the characters in the story recognizes you and your accomplishments, the NPCs ask for your opinion and talk to you with more respect and engagement. At the end of the day, the WOL is still assisting the Role Quest NPC in their story (to get the McGuffin back from the bad guys) but the interactions and characterization are handled much better.
The MSQ in Dawntrail so desperately wants you to love Wuk Lamat that it refuses you to be able to have a nuanced relationship with her outside of "Wuk Lamat is the best and I agree with her and all her choices!" which results in a feeling where the player has no "agency" to define their character.