So yeah
why do they always refuse to become the protagonist of the story
Simple... Being a Protagonist means shouldering a heavy burden of duty. They dont want to hold that responsibility or they dont want to be villaineous (especially, he is basically in a game story in which he is basically the villain)
Its more or less being free from everything else's drama which is something that coincides why Isekais/Power Fantasies are very popular in japanese media. "You want to escape the reality, so you go to isekai, turn into a hero/villain, but wait thats also responsibility, i dont want that"
I think its something like that