You should be getting SP from the quest mobs or at least some sp at the end of the quest for what you have done. It does not need to be at the same lvl as leves but it seems odd that for killing x monsters you character does not progress at all with their skills.

Also more incentive to do the quest would be nice like non-tradeable armor that is decent looking or has good stats for the lvl or more storyline in the sidequests. Even a fame like system in FF11 or more rewards would give me more incentive to do them.