Well, the players are not creating anything, they are playing along the plot. And they are ''effecting'' the plot, by playing along the plot.
Right, some games just rubber stamp 'plot' on 'absolutely anything that happens in the game'.
In my experience only poor or bad DMs are ''always surprised" by ''anything the players do".
Well, you might need to check the rulebook for your RPG....but most of them with a GM do have them deciding what happens from start to finish. And while you can't predict what the players will do, that is more your own personal falling then a blanket statement for all people worldwide.