Agency in evil campaigns is a tricky thing. I've run a number of evil campaigns (not in pathfinder, but the principle is the same). One thing I've learned is that right from the outset you and the players need to enter a contract (ironic, I know) to engage with the story in a way that doesn't disrupt the story that's meant to be shared.
In truth this contract exists within good campaigns as well, but we've all played those games so often that the agreement not to chase (usually) every overly described squirrel that they come across just goes without saying. Evil games need that contract to, but because evil is so often viewed as "freeing" players often ignore the deal and pee in wells "just cause" like that proves their wickedness. Sometimes this is a lack of experience with understanding the kind of evil that is patient and plots, and other times it may simply be a lack of maturity. Those two problems need to be resolved in different ways, or if they can't be then it's best to avoid evil games. The experience problem is best handled demonstratively with higher level NPC that use the players early on and inadvertently (or purposefully; depending on the campaign) tutoring the players in effective evil that lasts rather than just another flash-in-the-pan mass murderer. The second problem is somewhat more challenging to fix, as maturity isn't something you can just give someone. I usually start by pulling the player aside and talking to them to make sure they are enjoying the game overall, then gently encourage them to be a little more participatory in everyone else's fun.
All that having been said I suspect that the first one or two books in this path may be going for that "tutor" modus operandi.
