I'm not confused about the plot, but did you know?
Stopping the bad guy that's trying to do something that is likely to lead to a world enveloping war is like, as close to saving the world as it's possible to get.
MC party is totally on the path to do so now that they accepted this protecting sword chest task. Before maybe they could have had options when dealing with the bad guy, but with this additional job they are taking for weak reasoning they are forced to straight up stop this plot armored bad guy.
Yeah but it's sure not goddamn boring like you said. There are many side things so far than just straight to save the world. Heck Loco himself don't see himself as the big hero to save the world, the transferrers are heroes for him.
Also at this point there is no threat to the world, any local big bad would probably get owned by the Japanese. The only real threat is to these outsiders.
The job is just a pretense, they needed
bait to get this mysterious person. They didn't even get to see his face. All they needed to to is to hold on it, not collect them.
Many other mangaka make mangas that just follow the one hero view but here the side characters have their concerns too, not just mc backup. Definitely not boring.