I played in a murder hobo game once. The first session, we're all in the tavern. Our GM had given us the quest to enter the dungeon and get the thing and defeat the evil lich that lived there. He'd been working on this for a while and was excited to have a group to try it out on, poor guy. The cleric realises it's that time of day and start praying. The barbarian is having none of that religious bullshit and punches him. GM is confused, tries to talk him out of it. Barbarian insists. We all try to diffuse the situation, doing more RP than we've ever done so far in our young teenage lives. GM is livid, he wants us to go to the dungeon. The guards in this small down show up and fucking Elminster is with them! A millionth level wizard-fighter-demigod running around as a watch captain of this manky little town. OK. We're all arrested. We appear before the judge, who's also the mayor. We're let go after a stern talking to because GM wants to go to the dungeon. We collectively decide the mayor is gonna get it. We're excited and engaged in the game, and plan out how we're gonna do it! We sneak up to his mansion in the middle of the night. However, the mayor of this dump of a town suddenly lives in a huge impenetrable fortress of a mansion, impossible to break into, because the DM wants us to go to the damn dungeon!

I still think about this one session sometimes. Sure, we weren't cooperative players, but we were having fun, were engaged in our characters, and handed the GM a fully player-initiated session or two on a silver platter. But nooooooo, GM wanted to go to the dungeon and was all sulky about it.