As a counterpoint, see Dennett's idea of "The Self as a Center of Narrative Gravity" - narrative as an integral part of consciousness.

Consider the normative models against which we evaluate "biased" vs "unbiased" decisions, for instance expected utility. To even begin to apply such a model you'll need to have identified some set of decisions among which you are to choose - should I or shouldn't I eat this ice cream, drink this whiskey, turn down this job, whatever - and relevant consequences which vary in their utility: fit vs. fat, temporary mellow mood vs risk of alcoholism, shape of future revenue stream...

This selection of a set of competing decisions and their consequences isn't neutral, unchanging, objective. It is very much determined by the deciding person's "story to date" - it is that story which frames the question of what consequences matter.

There is a lot of ambiguity in such stories; in Stumbling on Happiness Daniel Gilbert argues that this ambiguity is a key component of psychological resilience. A self's success in life is partially determined by their ability to redefine utility on the fly, in answer to the difficulties they encounter. If they didn't do that, I suspect they wouldn't survive long as a self.

A similar frame turns up in the game of Go, which is probably a "cleaner" model of decision making to appeal to than everyday life. In principle, every configuration of a Go board has a single "best next move". The story of previous plays should not matter to determine future plays! And that's probably how it would be if Go was played by planet-sized computers who could work out all possible games arising from that situation, and just play the best move every move.

In practice things work out differently, as the game is played by minds who make more effective use of limited resources than that. Pro players place a lot of importance on things such as "consistency with your previous strategy". Conversely, they also say things like "you have to be flexible", which goes to show that ambiguity also plays a role in high-level Go strategy. Good play often depends on reinterpreting the meaning of a previously placed stone. Sacrifice tactics are a common example, and so is the more subtle concept of "aji".

I suspect that something like the following is true: to "steer the future" you have to be able to make plans, and to make plans is much the same as to tell stories - dangerous as they can be.