You're Correct!
When you hit the ball in a bunker, you always have to play the ball as it lies, unless there is a local rule in place. As a bunker is classed as a hazard, you should not expect to have a perfect lie all of the time.
There are instances where you approach your ball to see the ball positioned in a terrible lie such as a plug, a foot print, under the lip, side hill and downhill lies. Poor lies in the bunker make playing the bunker shots very difficult. The lie you get in the bunker dictates your capabilities to escape the bunker.
The main goal when faced with any bunker shot is to get the ball out of the bunker. Leaving the ball in the bunker is one of the worst result that can occur. This goal of escaping the bunker is even more important when faced with a poor lie. Never get too fancy when playing a bunker shot from a poor lie, your priority should be to get the ball on the green. If this means playing away from the hole so be it.
The only time you can remove the ball from the bunker is taking an unplayable lie, which involves a penalty shot and electing to take the option of going back to where the previous shot was played from. If you decide to take the option of a two club length drop or drop on a line back, keeping the ball between you and hole, you still have to drop the ball in the bunker.
Sometimes playing sideways out of the bunker is your best option. Weigh up the lie and work out which play will limit the damage to the scorecard.
Sorry Try Again! - See Explanation Below
The only time you can prefer your lie on the golf course is if there is a local rule in effect such as preferred lies. This local rule is called lift, clean and place, and is usually allocated to closely mown areas when the golf course is soft and the ball is picking up mud. Sometimes when the weather has been poor and the bunkers are damaged, a rake and place rule may be used by some golf courses in the winter months.
Sorry Try Again! - See Explanation Below
The only way the ball can be dropped outside of the bunker is if you take an unplayable lie and go back to where you played your last shot from. The other options when taking an unplayable lie will mean the ball will still have to be dropped in the bunker.
Sorry Try Again! - See Explanation Below
There are occasions when you are faced with a really poor lie and playing the shot is almost impossible. If you had to always play the ball where it lies in the bunker, you would be better off picking up your ball and walking to the clubhouse. You can take a penalty drop as an unplayable lie to enable you to be able to play a shot from the sand.