I get the original post and I feel like it feeds into part of the playerbase's general... lack of roleplay. People in Nin Online will often trade immersion to their character for PvP kunai-measuring contests and that's honestly inherent of a system that perpetuates PvP far more than it promotes RP. As Nin Online touts being an RPG with an immersive roleplay element more often than not, you'd expect these sorts of quests to already exist. And.. honestly? Some of what you're saying does already exist, and we'd benefit from it existing more.
I can only speak as a new player here, but I've found, for example, the interactible poster in Takumi to be a very immersive way of introducing a mission. The challenge there lies in asking the player even passively 'will you follow up on the curiosity of finding out who the champion is, and taking their place?' It's something small, but it goes a long way. Just like how putting no visible quest markers on quest NPCs (e.g. the gaudy exclamation mark type of thing) helps the player feel moreso like a whimsical explorer of the world they've been put in. As a parenthesis here, maybe we'd also benefit from Summoning Toad and all of the Arc NPCs being named to show their importance. Sorry, that was a tiny tangent.
I'm currently also working on ways to suggest the promotion of roleplay as I have been since day 1 of joining the game, but I really find your suggestion for immersive quests enticing. There's something amazing, if implemented correctly, about the reward a player feels when they figure out that 'hey, this item starts a quest!' or 'look, why is this key way out in the forest?'. I trust the game devs to come up with creative ways of implementing immersion, since as I've mentioned they already have managed to do so in other fields. An RPG is as much a roleplaying experience as it is a game of progressive and felt growth for the player and their avatar in the world.