So, part of the utility to require you to level to continue the MSQ is to give you reason to grind leveling dungeons so you can get gears. Otherwise, you'd only do those dungeons once and might not get as many gears as you could have.

The other is to have you do relevant side quests which may unlock optional features. Sure, you can do them later, but you would be wasting the exp they provide. That said, you should definitely focus on the MSQ if you are able to continue it instead of side quests.