Does responsibility come with consequences?
Solution 1:
"Taking responsibility for your actions" is an admission that the subject and nobody else is at fault, that's correct. In particular it's an acceptance that the person concerned expects to be punished in some way. Whether they are punished or not, and whether or not they ask for mercy, are actually separate matters from this point of view.
Note however that this is not the same as taking responsibility for fixing the consequences of your actions. It may be the case that someone other than the responsible person might be better at fixing things up, or the person responsible might no longer be in a position to do anything about it (in a different job, perhaps), or the fact that it was that person's fault may not have come to light until after somebody else fixed the problems.
However, this is only one use of the word responsible, case 4 in wiktionary's definition. It sounds like you were originally assuming something closer to the sense of case 3: roughly "being in charge of" something. In this case nothing has happened yet that can be the person's fault!
Solution 2:
Hell yeah! "responsibility comes with consequences". If you are not ready to face the consequences then don't take the responsibility. In my opinion, it's the ability to face consequences of the actions that makes a person responsible.
If you decide to become college president, being hated by some folks is one of the consequences. You can't just say "I want to be president but I don't want to be hated".
Hopefully my example makes sense.
Solution 3:
Politicians (at least in the US) have been making "I take full responsibility" speeches with the apparent expectation that the speech will prevent them from having to suffer any ill consequences for at least a couple of decades now.
Disgusting and shameful, in my opinion, but they've been getting away with it so it may be diluting the meaning of the phrase.