Side Quests Rewards.

[Jojoya]

It's still optional content that can be played at any time I don't see the problem with rewarding those who actually play all these quests with something nicer than just gils and experience.
On the contrary, it would motivate players more to do this content at all and not just let it lie in oblivion while many times side quests are linked to the main story line and its background and explain a lot and belong to the immersion.

The rewards are fine for the most part. Players are always trying to find excuses to get more XP, more gil, more whatever for less effort when the main purpose of those quests is to reward players with additional lore about the area and the people living there. If you don't feel the current rewards combined are worth your time, then don't do the side quests.

The only motivation needed is curiosity. SE is not going to weight the quests in such a way that all players start feeling they're mandatory to do.

The only change I would like to see is the earlier expansion side quests getting the same XP scaling treatment that ShB and EW side quests have.

As for why the "better" ones don't always get the blue quest icon, it's because they don't unlock additional content. The blue icon is reserved for quests that do. You will see the icon change later in an expansion if it will end up unlocking content added later (very common with those that are required for tribal quests).

If you're thinking in terms of wanting a way to identify quests that start a quest chain, there is an indicator when you pick up the quest - it will have a picture included above the intro statement.