[delecti]

There are usually fairly clear rules for executing the steps in a combat (what actions are "legal" on a character's turn), but the characters' goals in a campaign are entirely subjective. The overall flow of a campaign is collaborative storytelling: the DM sets the scene, but the characters decide their actions at any given point along the way, and having clearly delineated "go here next" is often viewed as a sign the DM is being too controlling.

Think of Lord of the Rings (both because it's a good example to make my point, and because it's the source of a lot of the inspiration for D&D). All the fellowship are independently given a vague mission to go to Rivendell. They then decide, in Rivendell, to embark on a quest to take the ring to Mordor. Consequences split them up on separate missions along the way; in a D&D game, splitting the party is poor etiquette, but it's a good example of how your immediate next steps can change in unpredictable ways. The overall journey of any given character is decided by that character based on their circumstances and personal values.