4.0 "Final Boss" could be Asura, if we are playing off the sects, something something, leads to an entity that is mastery of both light/dark sects of the Monk ways. aka the Monks desire to create that "perfect form" creates the Primal Asura.
In terms of a flowchart, it makes sense why SE changed the way the MSQ worked, because as it stood they stack to much "new content" into the main story, that those eager to do one aspect of it would potentially rush to get to that point.
2.0 Had 3 paths. Coil, Tower, MSQ which equated to certain dungeons and Primals
In 3.0 they split it up Alexander, Ark, MSQ(certain dungeons and specific 8 man instance content) and "Primal Quest"
As it stands, yes the stories tend to be segregated from one another.
Alexander is pretty much a "one-shot" that builds up certain lore but overall influence on the MSQ is lacking. Which isn't always bad, in fact I"d say it world builds better because ina real world like standard not everything has to effect everything. In a world, there is never one threat that seeks to ruin humanity, it's a barrage of different instances and Alexander fits that bill.
Alexander is a dire situation that has nothing to do with the overall story we've been following but it doesn't make it any less important because it's effects on the world if it were to succeed would be dire.
the 3 Primals(Contaiment) targets in Azlyia can also serve this purpose, they currently don't influence the MSQ which if we give a general spoiler comes down to this.
MSQ
3.0 was pretty much stopping the Leader from succeeding in using Thordan to serve his purpose.
3.1-3.4 was pretty much eliminating the last threat that impeded on the peace of Ishgard while also dealing with another threat on top of that.
3.4+ now we are entering 4.0 territory getting back to the ala mhigo cause.
MEANWHILE
3.0/3.2/3.4
We're dealing with Alexander while also dealing with the Containment issue caused by the garlean
3.1/3.3/3.5
Dealing with a potential dire situation with a bunch of pirates whom we teamed up with and end up in a sticky situation that could cause a dangerous voidsent to awaken onto our world
So honestly, if you take a sec to think about it, why is it bad that these other dire situations are occurring at the same time that aren't tied to the story? That's how it should work, the ability to have multiple threats around us which we progress to overcome is way better than something that just focuses on having to be tied to the MSQ.