(Ignore Neon's experiences, he's special.)
It isn't that, it is that there is a check list of "unexpected" things PCs will do, and since I played WAAAY more then I GMed I have general experience in that. Ok that and one unexpected thing DID happen once, but that was because the PCs did something odd, but that wasn't dungeons and dragons.
For example I try to plan on these contingencies
1) The PCs will avoid the encounter
2) The PCs will negotiate/surrender/lose the encounter
3) The PCs will ignore the encounter
4) The PCs will avoid all aid and plot hooks
5) The PCs will seek additional aid and plot hooks
6) The PCs won't know obvious things that are obvious
7) The PCs will take a clue too far
8] The PCs don't feel like roleplaying
You need to be aware of the scenario you are creating and when you are, the ways at which the PCs can go completely off the rails. If you let players off the rails too long then they will complain you are not DMing (Keep an Emergency dungeons on hand, it works great for random discursions). Yet if you keep them on the rails too often they will start treating the game like a routine.
Though here is a tip: Never EVER give the players an open goal without telling them how to achieve it first. You don't have to tell them the individual steps they need to take, but they should be a bit more obvious. So if they need to go somewhere and they don't know where it is, tell them a map would be helpful or that they need directions.