Sure, that just means you arent playing with a gamist priority. 'step on up' is, according to Ron Edwards model of RPGs, the priority for Gamist play. Which means, I think, to rise to the challenge and take your turn to perform. Peronally I dont see the fun of a gamist RPG being terribly different to the fun of playing a strategy board game: design, strategise, execute and triumph.
I agree with the link between balance and player choice. But it is important to consider the link to fiction not just balance to ensure character has interesting choices. I'll try and explain what I mean.
When I'm looking at a equipment list and one choice is clearly better than the others I wonder why I'm being asked to choose. If I make a suboptium choice for a fictional reason I feel I am being penalized for being interesting. I'd rather all weapons were the same and I just chose a description that fitted. So here I find balance important to make my choice meaningful.
In games where the moves are well balanced but don't connect to the fiction also leave me cold. This is my perception of D&D 4e. I found that the powers choices were well balanced but didn't help me advance the fiction of my character. So while the choice was theoretically interesting, because it didn't feel connected to the character I was left wondering what the point of making it was.
So I guess I'm saying that balance helps make choices interesting, but if the choices don't connect to the fiction whether they are balanced or not is irrelevant.