"You're Playing It Wrong"
It is a dumbass myth. There is no "right way" to play handed down from on high. Perhaps the only wrong way to play is to play a game that makes one chronically unhappy (unless one wants to be chronically unhappy and, in that case, have at it).
We forget the "G" in RPG is "game...it is a game of make believe. There is no deeper meaning. No ontological reality present. No moral imperative laid on us. It is a game, pure and simple.