Some stories are meant to be a fantasies people want to live, they are emotional masturbation rather than self reflection or exploration. I guess it's also reinforcing tendency where people want something or someone to pull them into an adventure, and they write that story to fulfill that fantasy.
One way to tell stories about proactive characters is to dive into the mind of the character you're writing. Quite a few stories depends on what the writer think would be interesting/ cool/ other keyword to have happen in the story, rather than starting in the character and consider what would drive and motivate it. So you get this half assed character who typically respond to situations like someone who lost half his brain. His actions is supposed to further this cool plot and development, or this really awesome boss fight or whatever the writer/s want happen. It's why I dislike super hero movies. Usually the characters in them don't even feel like real people. It's just a collection of annoying characters making stupid decisions to further an uninteresting storyline that concludes in the predictable way.
Rather than having the final boss fight between hero and villain where the villain does his "you're just like meee" routine because it's a go to to create some feels in the combat ("that would be a cool moment in my movie"), a different approach would get to know your hero and try to envision what would actually make it emotional ("what would my character do in this situation? What would push him to his limits?"). Sometimes those situations wouldn't be relevant to the boss fight at all, and rather than dismissing such a character, it can probably be taken advantage of to create something a bit more creative or different. Though, if a boring person writes boring characters, they're kinda fucked either way.
Anyway. Sometimes the external forces that impacts the main character to become more proactive might be a way to teach/ show the viewer a certain value or perspective, so it's not always bad.
If you want to teach being able to overcome difficulty, I guess one thing you could do is attempt teach the viewer emotional competence, how you can alter a mindset to become something that is proactive. Which isn't an easy thing to do, and even if you show someone the way, they still have to learn to "feel" it. Knowing and being able to are different things. How people suddenly tap into the aspects of themselves that give a more proactive mindset is also different from person to person, so one story might motivate some and have the opposite effect on others.
I guess this is a pretty huge topic you can go at from multiple angles, I lost focus several times writing this. I mean, we could even start by asking whether stories should have a responsibility in this context at all. Whether stories should be more focused on being inspirational in a more tangible way, rather than being a wanted fantasy, for instance. I guess it's possible to have a trend where the perception of stories as being more closely related to how people actually function and they might actually change could happen, but..
It reminds me of the discussion about sexualized women in video games a few years back. Are video game developers responsible to front certain values or morals, and write their stories based on such? I think the answer is no. I personally think it's a good thing to experience something that would have a more realistic impact on how we think, behave and so on, video games, movies or books, but if most people want to make video games with big boobied women and shiny explosions, then you can't really stop them (I don't consider the entire video game industry to have that focus, it's just an example). That being said, stories are based on personal experiences etc so if our culture was more proactive, our stories would probably be so as well.
Another thing is how much stories impact us at all, vs what we are taught when growing up or what we are born with. Obviously some people are more proactive, and it's probably not because they had a different taste in stories than others.
And you could also make it a topic of motviation and drive.
So yeah, pretty big topic, I'm tired of writing now. The end
