This is the key.
Player agency and power level aren’t necessarily the same thing.
Sometimes they are, like with pain lock. It builds a board faster than almost any deck can respond to it due to cards being overtuned.
Other times, the card itself isn’t super powerful, but removes agency, like the Jailer having virtually no counterplay.
Others are even removals that leave you with no way to defend yourself against, like Sargeras’/Reno’s poof effect. You just have to hope they don’t have it at some point. Sargeras also comes with a persistent win effect that only 1 card in the history of the game can stop.
There’s a lot of stuff in hearthstone that can rob a player of agency. It’s kind of inherent to the fact we can’t do things on the opponent’s turn.
That’s why OTKs have historically been a problem, as well as infinite loops, and massive bursts from hand (edit: and overly efficient removals). All of it doesn’t give the opponent a reasonable opportunity to respond beyond winning first, which is limiting their options on how they can play the game.