I have heard that a few publishers that don't deal through agents ask you to give them all rights to the story.
This is true of some publishers which do work with agents, too.
Now I'm no legal expert, but to me that seems that you are surrendering any ownership of the story to the publisher, who can then do what he wants with it.
It's important for rights to reside with whoever can best exploit them.
It's best to have an agent, of course, as they're usually best-placed to sell foreign and subsidiary rights; but if you have no agent, and a publisher who has a good history of selling such rights on makes you an offer, then you might be wise to accept their offer with that condition in place.
This isn't the same as "surrendering any ownership": good book contracts
license rights for a strictly limited time, and detail how and when those rights will revert to the author.
Publishers can't do whatever they want with your work when you have a good contract in place: their options will be limited by that contract. If it's a good contract then they'll only be able to do reasonable things with your work, and you will get paid a fair amount for the sales which result; and you wouldn't sign a poor contract, would you?
And then let's say that your story becomes successful enough for idea-starved Hollywood to come calling to make a film out of your story. I'm guessing since you no longer hold the rights, they can come and just scoop up the story from the publisher without even talking to you.
Even if you license all rights to your publisher, film companies can't "just scoop up the story from the publisher without even talking to you": they would have to negotiate with the publisher for those rights, and the publisher would naturally want a good deal for them; and if you had a good contract you'd get a reasonable share of all payments which resulted from the deal.
And then they can go on and rip your story apart to suit themselves, put out a film that in no way bears any resemblance to the novel you invested years writing and yet your name will forever be tagged to the stink-bomb of a film they've made as having been based on the novel you wrote but have surrendered your rights to.
Writers very rarely get any sort of creative or script approval if their books are turned into films, regardless of who licenses their work to the production company.
However, why would a production company spend time and effort acquiring film rights to a specific novel if they intend to "rip [the] story apart to suit themselves, put out a film that in no way bears any resemblance to the novel"? Wouldn't they be better off just producing the film they want to produce, without having to pay for rights to a novel they're not going to pay any attention to?
Not really, no.
So, coming back to reality, SHOULD I ever get an offer from a publisher to publish my ms, do I HAVE to surrender my rights, or can I protect them and retain the rights so that, like Major League Baseball says, no changes can be made to my story, "Without my express written consent?"
You don't have to accept that offer. You can just refuse it.
If you want to accept that offer, you can take legal advice from a suitably qualified and experienced source so that you're sure you know what you're signing; and you should be able to negotiate the contract to ensure that you retain all rights you want to--although if you are too demanding in your negotiations, the offer might be withdrawn.
I assume that the contract you'd sign would detail all payments due to you so you wouldn't be surrendering your rights, you'd be licensing them.
You're very unlikely to get a contract which specifies that you have full creative control in the event of your book being made into a film; but when you work with your editor you should have the final say over any changes that are made to your book. Just as it makes no sense for a film company to acquire rights to a book and then make it into an unrecognisable film, it makes no sense for a publisher to acquire rights to a book and then make it into something completely different.