Hi!
Sorry for the late response!
I don't necessarily think player agency is something that limits historical games. Of course, unlike films or books, gaming is active and so being able to impact the story is important for the player. But we can still have agency when playing in a historical setting. Yes, it's true, you're not gonna be able to change the course of History but, you can impact the story that you are playing. Take COD, for example, or even RDR. I'm not saying that you have to play as Julius Ceasar because I agree it would feel too rigid, but you can play as a Roman soldier fighting in Gaul, for example.
As I said, History only tells us the main events that happened, but there are millions of stories that got lost in time. So I believe developers have plenty of room for telling compelling stories and for designing them in a way that they remain miningful for us as players.