Rules have an unfair reputation as an iron-fisted tyrant stifling human creativity. "You can't do that! It's against the rules!" is a common response to a player's inspired idea. It's universally understood, from tag to chess to poker: if it's not in the rules, it's forbidden. So it follows that rules have no place in creative endeavors, because there is no winning or losing in the creation of art.
But consider Dungeons & Dragons: outside of combat, you can try most anything. The rules say so. The limiting rules that do exist in the game exist to create something to struggle against. They make losing possible. It is not the fundamental nature of rules to limit all expression to a few narrow actions, as many board games and card games do. Rather, such rules raise activities like Dungeons & Dragons above ordinary conversation. It is the creative ways players keep failure at bay that allows them to show their ingenuity, relish their successes, or, lament their mistakes.
Fiction has rules. Books on the craft of writing are full of them. Writers of speculative fiction in particular are aware of their need. Without rules, magic and futuristic technology solve any character's problems before they actually become problems. Readers must learn "how magic works" or "proper behavior for a lady" so they can comprehend the limits and scope of characters' actions. Rules, whether physical, cultural, or self-imposed, are obstacles for characters to discover, circumvent, succumb, or destroy.
Fiction is about as indirect about its rules as games are explicit about them. A game's rules are very clearly laid out beforehand in the mother of all expository lumps, the rulebook. A player must get this information correct because he acts upon that information, and he doesn't like it when all his hard work is for naught due to a misunderstanding or omission. But a fiction slips its rules into the reader's head when he isn't looking. At least one rule or fact or consequent is allowed to escape the reader's notice, then suddenly take the spotlight during the climax or plot twist. The reader will review what he's learned in order to understand how the turnabout was possible, only to have the twist reveal itself to be, in retrospect, perfectly logical. It was there the whole time.
Many people write casually, and the casual reader will, upon reading such writing, pick up on many things that feel "off", that make little sense given what's passed before, or that they simply don't find believable. The writer has failed to follow some small rule of craft. He has lost... the reader. While breaking the rules is certainly a valid option for a writer, the wisdom goes, you must first know what the rules are -- and why they are -- before you break them. Because the only kind of fiction without rules is bad fiction.