If the party needs to get to the Plane of Fire, they're going to have to pay to do so.

Sometimes the payment is character building (investment of personal resources - being a wizard who learned Plane Shift/Gate or the like), sometimes it's paying someone else to get them there (investment of 'group' resources - gold, magic items, etc. that now can't be spent elsewhere), and sometimes it's payment is in time (questing to find a portal).

While they all may ultimately lead to the same place ("The party reaches the Plane of Fire"), their costs aren't equal, especially if there's a time sensitive aspect to needing to reach said Plane.

So, macro story? They might matter, depending on the story being told. Micro moments? They definitely can matter, depending on what the out of combat option in question is.

One relatively moderate example I can point to was one of the casters in my RHoD game used an ability that let them scout ahead by asking nature what's going on. This let them know about a fairly decent sized lizardfolk ambush nearby, which in turn allowed them to spring the ambush themselves, Surprising the enemy and taking an advantageous position that made the encounter way easier than it would have been if they'd been caught off guard.

Another had them come up to a river where the sole nearby crossing was filled with watering animals that would likely be hostile if they got close. They had options: try to soothe the animals and potentially have to fight them, try to swim and potentially fail, or spend time looking for another crossing. The druid said "nope, I cast Water Walking" and the party walked across, bypassing the 'encounter' entirely.

Did it affect the macro story? No, not really in either case. They would still have gotten to where they needed to go regardless of whether they'd sprung the ambush themselves or fought the animals, but the out of combat options changed the 'costs' of getting there.