I agree that a combination of the two would make for a good experience. You could get additional renown for faithfully following BdU missions or alternatively go off and do your own thing (and maybe earn renown that way instead). There should be some kind of reward tied in to following orders though.
Personally I like it when you get a radio message telling you to go off and patrol some new area even if I know it's likely to be a dud mission - it adds to the historical feel. As commanders we should have some capacity to make our own decisions, but we should also have to obey (or at least receive!) orders from above.
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