Remember that different people enjoy different styles
What you are describing is called "railroading". Essentially, the GM provides most or even all of the story outside of combat and then lets the players handle tactical combat. Railroading is often looked down upon by some groups, and personally I hate strict railroading. As commenters have mentioned, it is often a trait of new GM's
With that said, for some groups it is exactly what some groups want. Some groups prefer to focus on the dungeon exploration and combat. Outside of those activities, some groups want the GM to narrate just enough plot so they know why they are exploring the dungeon/fighting this particular group and then to get to that exploration and fighting quickly.
The point I am getting at, is you should realize this may be what the GM and even the rest of the group wants and you should keep that in mind when you discuss this with them. It might be (though probably not, see below) that the best answer is for you to find a different RPG group that more aligns with your style.
Talk to the Group
Your question made it obvious you expected talking to the GM and/or group to be the answer, but of course how you go about it matters a lot.
I suggest, talking to the group, rather than the GM. If you talk to the GM, it could easily sound like you are confronting him. What you actually want is a discussion with the whole group about the game style.
I would suggest starting it with something like "I really enjoy the game, especially , but do you think we could have more in it? I really like that part." From your question is probably planned combats and is probably along the line of "character development" and/or "character involvement in the plot".
You probably specifically want more character agency, though if he is a new GM he may not be familiar with the implications of that phrase.
While having the conversation, remember that railroading is a continuum, not an either or. It sounds like he wants, or is most comfortable with, a game strictly on rails. Some (though in my experience few) groups want exactly though. Some groups want a true sandbox game with complete character agency and no pre-planned plot. What most (at least in my experience) groups want is something in between, though different groups will fall in different places on the continuum.
It sounds like you definitely want something closer to a sandbox game, but if your GM is using strict railroading now he will almost certainly resist a true sandbox. Asking him to move a little way over on the continuum to give you more character involvement in the plot and a little more agency is probably an easier sell, especially if the other players join in saying they want something similar.
Again though, you want to avoid making this feel like a confrontation or intervention, and instead make it a discussion about what everyone wants where you ask (at least initially) for relatively modest additions of more of what you want. Most GM's fundamentally want their players to have fun and will be amenable to small changes to accommodate player desires. Radical changes will be harder for the GM, especially if he is inexperienced.