I think the thing to remember is that AG and RPG are two different -- but closely related -- genres. In an AG, you have a clear cut storyline. In an RPG, you generally have multiple paths and choices. The developers add sidequests since you have stats, feats and money.
By doing the sidequests, new sections of story could open up, but more importantly, it adds to your character's stats, feats and money. Those are all important in an RPG, in contrast to an AG, where you acquire money (there are no stats or feats) through necessary-to-the-story means.
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