What are the pros and cons about Moscovia dungeon having a quest?

[Former-GM-Chaucer]

The quests are there for the same reason there is an entrance quest to Rachel, and restrictions on parties within Thanatos tower - Gravity coded them to be that way.

The quests are not customized but are instead the quests that should be there to restrict access to the dungeons.

There are other places to 'smoothly' level into the 70's and although they might not be the 'best' locations to level there are still multiple quests as well as gears that can assist in leveling a new character into and past the 70's. I might be mistaken, but I remember for a while a list of quests that people would run through, and if started at the right level and done beginning to end would give a non-trans character quite a few levels and almost into the 89+ share range.

As for the concern that players do not have the items needed to complete the quests- if they are unable to farm the items needed for the quests, the players are unable to survive, let alone level within the dungeon.
For example the items required to do all of the quests to get into nameless are-
candy (toy factory drops)
glacial hearts (ice dungeon drops)
fire crackers (NPC sells)
Green herbs (found all over on all types of monsters and plants)
Milk (NPC buyable, and easy to farm from krabben or orc baby)
Empty bottles (ant hell or poring drops)
Monster feed (NPC buyable, easy to farm from wolves)
Unripe apple (poring drop)
Yellow Potion (NPC buyable)
Steel (easy farm from high orcs or pitman)
Green Potion (NPC buyable)
Yellow Gemstone (NPC buyable)

The most difficult part about getting those items for a new player, might be just getting to the locations needed to farm the items, but none of those drops are under 1%, none of them are in difficult dungeons, and the only hard part about that line of quests is making it through alive in Thors, which you can do if you just buy a bunch of f-wings and port around. If a character is unable to get these simple items to do a quest, then there is not really that great of hope for them to survive inside Nameless.

The quests are there to help you get ready for the dungeons. If you are unable to run the quest to get into the dungeon, then you have no reason to go inside of the dungeon. Also, Ragnarok does have some story lines built into it, it's not just one giant grind fest after another. Enjoy the quests and the stories that they tell, some of them are actually really entertaining.