The thing is that the FSX ATC doesn't know about SID and STAR routing. That's some data which changes over time and also is different for every airport, so the generic ATC approach of the default implementation fails there.
Since they've planned it to be basic (and for that, it's great), it always assumes that you like to be vectored to the point where you are able to catch the ILS for example. That's a thing which can be done at any airport, but leads to the strange terrain violations from time to time.

Some approaches are programmed into the scenery files, those are the only ones FSX can read and handle. Some of them may be older, but they should be realistic. The default GPS shows them for example.

The most common provider for current navdata in sim spheres is Navigraph and your plane already uses that stuff. But this isn't generic at all, every airport needs a file, every file needs to be maintained, so it's payware.
The FSX ATC can not be updated with this method, so you would have to switch to another (addon) method or try the online flying, which is free of course.

Another thing which at least offers some rw atmosphere is to listen to live ATC while flying your own stuff. There are some free sites where you can pick different airports from all over the world, so you can pick the one you are flying to.

I've heard some pilot complaining about all that sissy stuff in modern cockpits lately.  :P  ;D