Being as story-driven as FFXIV is, it would be extraordinarily time-and-resource-consuming to design an MSQ system that allows for more freedom of character development. At best, your available responses could be, "Yeah! Let's do it!" or "This is a dog's bollocks, but all right, let's do it." Either way, you're going to do The Thing You're Being Asked To Do because the story necessitates it.

Me? I more or less enjoy "the story" and "my character" separately. There's the Warrior of Light and VIP Scion of the Seventh Dawn L'khora that everyone knows and loves and who speaks very little but always gets roped into doing things, and then there's the void hunter and connoisseur of fine Ul'dahn whiskey L'khora that only a handful of people know who says probably way too much sometimes.