I'm often happy just doing the side content I care about. I did all but one side quest in Rebirth, and don't feel the need to do it just for completion. Though I did do all the World Intel...
Xenoblade is an on category, where I'd say for XB2 and XB3, the side content is much better than the main story. I like the side quest writing a lot more than the main story writing, so mainlining those games just means missing the best story content.
All the stars in the sky are waiting for you.