So, when I play Quake 4, I'm roleplaying, since I'm playing the role of Matthew Kane? Of course not, that's a FPS.
It was funny, I was thinking something similiar fairly soon after my post- "Wait, that means any game is an RPG!". But I was too lazy to edit my post.
The Only Zelda Game (that I know of) to possess the RPG attributes you describe would be "The Adventure Of Link", an awesome, if overly underrated, NES game.
I've just never agreed with the technically broad scope of the term "RPG". Really I've thought of them more as a "CBG", or "Character Building Game", which makes more sense.
Although I suppose one could take almost any term out of context and make it mean something completely different. Given that, however, all genres have "fuzzy edges" that combine with other genres. In the case of most of the Zelda games (excepting Zelda 2), it sits in the intersection of the genres of RPG and Action. A similiar phenomena can be described with Racing games where one must build up their car by earning money and recieving upgrades- By the strict definition provided, racing games of that form would be both Racing and RPG games (obviously more "racing" the RPG).
In fact, now that I think about it, Zelda2 is both a Sidescroller and a RPG...
And Once again, my thought processes have come full circle. I have always personally believed that any game where you name your character is a Role Playing Game, this is why I have always thought of the Zelda series as an RPG. Given, there are a few exceptions, for Example, Super Mario RPG obviously doesn't allow you to name Mario, but does allow you to name the save file. On the other hand, Donkey Kong Country 3 also allows you to name a file, but is most certainly not a RPG.
So- I guess there really are no hard & fast rules for knowing wether a game is or is not an RPG game. In order to do so, One would have to define what an RPG is, just as Dilbert has, and, while the description is accurate, it definitely excludes a fair number of games that many would class as an RPG.