The lore in this game is just bad.

[Anonymoose]

The lore is there, you just need to look for and read it. It comes not only from cutscenes and quest descriptions, but from levequest flavor text, item flavor text, NPC small talk... To save time, I'll address as the example which you say contains only the lore of "get me a cheese."

Brayfox's Longstop
When goblins speak in the common tongue, they often forego learning large, complex, specific terms in favor of inventing new ones that are comprised of two smaller, simpler, more general words. A "long stop" would be a place you stop for a while - a settlement. In the wake of the calamity, Brayflox Alltalks established a longstop in Raincatcher Gulley in an attempt to become a powerful businessman - one of the most prestigious things a member of the tinkerer race can become. Unfortunately, the place he decided to build his longstop was an ideal location for the dragon Aiatar, who has overtaken the goblins with a legion of puk and drakes. One who has paid attention to the storyline might infer that these scalekin hail from Dravania, whose dragons seem to have pushed much deeper into Eorzea after stretching the resources of Ishgard to the brink of collapse. Unable to contend with this threat to his fledgling enterprise, Brayflox has put his trading on hold to deal with the situation the best way goblins know how - strategically applied explosives. This plan only gets them so far, as Aiatar is much larger and has established an aery within which he remains untouchable. Only with the assistance of adventurers can the goblins re-take their settlement.

I'd say that's pretty well-integrated into history, geography, current events, etc. for a four man EXP dungeon.

Your comment about the races / cities being shallow is especially incorrect. With combined information from character creation, NPC smalltalk, the Waning of the Sixth Sun bluray, quests, etc. etc. you can find in what years they arrived, how they lived back then, why they came here, how they interacted with the other inhabitants, why they diverged into different clans, which races and clans dominated which cityscapes originally, why some grew and others fell...

I mean, Qarn is a temple of worship from the lost city of Belah'dia, which divided into Ul'dah and Sil'dih after the plainsfolk lalafell (presumably similar to their ancestors from the southern islands) and dunesfolk lalafell (presumably adapted to the harsh Thanalan deserts) went to war. The dunesfolk won, Sil'dih and the remnants of Belah'dia were destroyed, and the plainsfolk relocated to La Noscea (where you can now see a proportionately large number of Plainsfolk NPCS).

People who don't like to read a lot don't like a bunch of needlessness shoved down their throats. There's a thread in this very forum complaining that there's too much reading now. If you like to read and like to immerse yourself in the world, stop and talk to the people in it. You'll be pleasantly surprised. Moreover, give them some time. ARR is a base expansion and 1.0's storylines were mostly eradicated to build an accessible-to-new-players game from scratch. As we get content patches you can bet a lot of it's coming back and a lot more is coming with it.