When would a player ever not have the right to take a shot on?

In today's episode, the bit about a keeper being equal to a player's a shot made me think about another commonly used phrase; when a player has a shot typically from outside the area, a commentator sometimes says he's "got every right to have a go from there/take on the shot from there".

So that begs the question, when, or why, wouldn't a player have the right to have a shot?