Heh yeah, I was just thinking that last night, from the start in this game I'm always planning for the "end game," but when I get there it seems like a long pointless exercise, and I get bored with it and want to start over. Maybe I just think the very beginning is the most exciting part, deciding how to spend those first skill points, deciding where to go first, etc. My favorite thing is journeying all the way to the marketplace early on, selling all my loot (netted around 16k last night), buying better equipment, then going north to pick up Finn's lockpicks hehe.
About breaking the main quest by ignoring the dialogue options when you first talk to Zandalor, I tried it, it doesn't work. When you talk to the other marked one at Dwarven, you get the Find Zandalor quest directly (though you do not fail the quest to meet Zandalor, because you never get it).
