To be fair, the one saving grace for the P4 dungeons is you get ALL the quests for items from the previous dungeon story-wise a little bit before the next dungeon forms. If you're like me, since you always did the previous dungeon when a new one opened up to kill the optional boss anyway, it also gave you something to do while inside that previous dungeon.
The worst quests for me though where the ones that either required specific items from Daidara(so you had to farm specific shadows in a specific dungeon to get the item to complete the quest(LOOKING AT YOU CHIE'S BOOTS FROM THE BATHHOUSE)), or the ones that required you to have some normal loot from a normal shadow, instead of special stuff that drops only when you have the quest(since you almost always just hit "Sell All" when it comes to Junk for Daidara after you're done dungeoning).
And I can see a quest system like SMTIV's making it in, where it auto-completes.