This is the 4th set of values from the Agile Manifesto. Responding to change is a pretty good definition of "Agile". Most Project Managers will be used to following a plan, whether they use Prince2, adhere to the PMBOK or any other framework, it generally comes down to planning the project from start to finish. Most Agile evangelists I speak to say that there is no place for Project Managers in Scrum. I do not agree with them. There are several assumptions around a Scrum team, namely that the finance is already in place, that the decision to proceed with the project has occurred and that the resources are available.
In the real world, from an organisations perspective, who is responsible for those assumptions? Usually a manager and most likely a Project Manager. Let's assume for the moment that that Project Manager has dealt with those assumptions and we don't hear from him again, as if he is invisible from us in the Scrum Team. That leaves the team to self organise and concentrate on developing the product, but are they following a plan? Yes they are, but not one that a Prince2 PM would not have anxiety about. The plan in scrum is a combination of the Product Backlog, the sprints and the release plan. The planning gets more detailed as we approach the end of a sprint and the product owner grooms the backlog and gets more clarity about what will be discussed in the next sprint planning meeting. The benefits of this iterative process is that since the last sprint things may have changed. Some new story's may have been added to the backlog, some taken away. New ideas may have emerged, new problems etc. Because we only planned in detail for the next sprint we have not wasted a lot of time on irrelevant work. Our time is focused on what is directly in front of us. That is the ability to change, being Agile.