I love this piece of advice, not just because I've had so many times where characters decided to do something other than I had planned for them, completely derailing my plot, but because it serves as a good reminder that plot is the cause and effect of your character's actions.
They do what they do because of their internal desire that shapes their external goal, their driving force, their arc--whatever you want to call it. Sometimes characters abandon our plot because it's boring. But sometimes it's because we just don't know our character well enough yet, and they're trying to tell us something about themselves.
Are you listening? Because after all, it's their story. It doesn't mean we bow to their every whim, but in my experience, there's a good reason when characters don't want to follow the plot. The reason is always worth discovering.