What time is it?
While I agree that the game's missions and open world free roam moments are often at odds with one another and that the missions are far too prohibitive on player agency, the 2 missions you used to highlight these issues and the things you were prevented from doing are themselves at odds with the context of the particular mission's narrative, so it actually makes sense the design prevented from doing what you were trying to do, in both cases.
In the oil wagon mission "Pouring fourth oil", you are not directed to "go and hide it somewhere off the beaten path", you are instructed to hide it in a specific location, the location a future mission starts, you know, because you've left the oil wagon there.... And in the mission to return Jamie to Arthur's former flame Mary, you're bringing your ex-girlfriend's brother back to his family, not capturing a deranged criminal, it isn't exactly a scenario in which a lasso would be employed.
If the game were so open that these sort of expectations would be possible this frequently, it would've taken them another 5 years to make the game with multiple potential outcomes to every mission based on the insane amounts of player deviation from the intended method of completion. I mean sure, I wish story missions didn't have so many fail states, but I'm referring to being annoyed when I go too far one direction and fail for "abandoning the gang", not that I can't complete the mission in a method completely divorced from the context of the situation.
If you want to dictate narrative, don't make an open world game. Look at the agency allowed in GTAIII and then look at how prohibitive every game has been from R* since. Maybe that was a happy accident but it shows it can be done, by that development studio and the mission design and narrative isn't all that different from what came after it. Further, a lot of it isn't about narrative it's about having "cool moments" like the train cutting off your pursuit. Those moments would be a hell of a lot cooler if they happened organically in the open world's that R* creates. That would lead to more interesting conversations amongst players and be great for replay value.