I'm not sure we were supposed to feel sympathy for the quest givers as much as take away an understanding of where our chocobos originally came from. Just like in the churning mists where the developers did their best to shatter the illusion that moogles were anything but selfish, lazy fuzzballs reluctantly serving Moglin.
We Totally have scruples. Like when we helped Limsa out of the mess they made by breaking a contract with the kobolds. Or caused near societal collapse in a couple of cities.