Look, anytime you tell a story you consider three things.
2. Consistency of Story.
You make a decision, consciously or not, to sort these three in order of importance. In the case of Telltale they created an interactive and immersive video game where they wanted your decisions to make an impact but not at the cost of their story. Their story and entertaining you came before your desire to feel like every decisions you made affected the world after your departure.
(That being said, I bet a lot of Lee's decisions will be relevant in season 2).
Your decisions did make a difference in the experiences that Lee Everett had. Of course, whether or not you chose dialogue option 1 or 6 would have no meaningful affect on the piano about to fall on your head. Some things, despite your decisions, are beyond your control. I loved that Telltale chose to make some of my decisions irrelevant because I felt less like a player and more like a real person.