Random Encounters Disarm Chekov's Gun
Chekov's gun poses a real threat to some games.
If a group playing Vampire: The Masquerade ('VtM') encounter a Ravnos, spinning illusions, and confusing mortals, then the next time they hear about unusual events, they will assume that the Ravnos did this. Clearly - the Ravnos is part of the plot! After all, VtM draws heavily from literature; or rather, it draws a lot from the idea-spaces of people who like to analyse literature while telling you that they analyse literature.
And of course, 'foreshadowing' helps the plot, for the same reason that a callback helps any comedian. But things work differently here, because the vampires hunting for the mysterious clown-faced murderer all know they're in a story, so they know that if the Ravnos appears in Act I, he must reappear before the night ends.
D&D, of course, never suffered from this problem. If 2D6 goblins attack the PCs, it tells the players nothing about what will happen at the fare, later that day. This leaves the players free to think critically about the situation. "This is goblin territory!", they might say, and prepare accordingly. But they cannot rely on goblins returning before the final act of the night, because the old fantasy worlds didn't have any acts - they simply had goblins, running around, causing mischief.
So the world becomes a little more real, and the value in the events shifts away from 'establishing the fence in Act II', into 'establishing what you might trade with a fence'.