An online FPS you are fighting human opponents who act differently and fight back. Not a bunch of computer enemies that always do the same thing. MMOs have crap narratives. Neither the freedom to go do whatever you want (live Skyrim) nor the tight narrative that changes the world by the decisions you make (Mass Effect). You just grind stuff out. Warhammer is about your army fighting another army and would have been a horrible MMO. And MMOs are horribles games if you take a serious look at it.
There's plenty of scope to do what you want as well, you don't have to follow the same paths and try to achieve the same things as everyone else.
The game is always going to lead you towards grinding and mediocre plotlines (and a lot of people really seem to enjoy grinding), but there's fun to be had if you're willing to find it.