Presumably, the RNN would be deep enough to recognize that "a coherent plot" is a component of the work on which it's being trained and which it must generate. But not so deep that it generates eldritch horrors.
That would be a fantastically deep network. Current AI can sometimes keep track of what's going on until the end of the paragraph. A novel's worth of threads to track is simply too much for the naive toss-it-in-a-wood-chipper approach.