I play this game for the stories..not just the main quest line. If you want your game to be immersive it has to feel like the world is alive and that there is a reason behind what you are doing. Side quests/missions are as important to this as the main quest/mission.
I feel that if a random dwarf in the middle of the woods has a bright yellow ! above his head that there needs to be a reason for him being there and a explination to go with it. If I click on that dwarf and all I get is a quest title with kill X ammount of bears then to me, that breaks the immersion that could have otherwise been created by haveing a small/brief chat then being directed to go complete the objective.
On topic, I always read the quests, the game was made to allow me to experience a different world, to have a bit of escapism. It is not much of a RPG or escape if the game just force feeds you objectives with no rhyme or reason outside of the story quest.