You want power? You want to fight Evil, Chaos, Law, or the big enemy of your choice? You want to make a difference? Well, you can...for a price. In this world, the paths to power (and often survival) run through extraplanar sponsors, most of whom are pursuing agendas against other extraplanar sponsors. They don't act directly, of course. There are rules against that kind of thing, and besides, they might get hurt. So they use us as their proxies. And that's why they call it the playground.
Actually, there are one or two paths that don't involve extraplanars. In the end they don't involve sanity either, but for some people that's okay.
The annoying thing is that you think you're an independent for a good chunk of the ride. By the time you realize what's going on, you've already got a sponsor or three, and they've already manipulated you into doing some of their work. You've accepted their help (perhaps unwittingly), so you owe them (often in a spiritually binding sort of way), and you've pissed off some other faction in the process, so you won't last long without them. There you are.
To be fair, some people do seek out their sponsors, and some sponsors are pretty up-front about what's involved. And I think some people eventually become strong enough to extricate themselves from their extraplanar entanglements and stand on their own. I hope so, anyway, because I don't really want to be doing this forever.
They never tell you the whole story, of course. There are rules against that too. We do know that extraplanars need energy, and they can get it from things their mortal agents do. Some of that energy even gets passed back to us as support, items, information, and the occasional return from an unfortunate demise. If your goals mesh with your sponsor's, in some ways it works out pretty well: You get to fight the bad guys (or the good guys, if that's your thing) and have fun doing it. You're also not in control of your life half the time, and the more successful you are, the more other sponsors and their followers try to subvert, pervert, divert, detain, or destroy you, but it's definitely an interesting way to live.
Like the Chinese curse.
-- Ganeth Barshen (b. 448, d. 578,579,594,...)