Most Dragon Quest games handle it's story very different than other JRPG. Where most JRPG puts a focus on the main villain and the party's connection to the main villain Dragon Quest focus more on the world and the people in them. Go to town where there's something effecting it and you try to solve it to continue onward. At times the issue has something to do with the villain causing problem in the town but sometimes it's just the town having an issue that have nothing to do with the villain. Sometimes the ending is heroic sometimes is tragic.
Dragon Quest plays out almost like if fairy tales are real and ask how they would play out. And like with real fairy tales they don't always end in joy. The only problem I guess is that because of how it's done the games are slower than other JRPG. Since each issue has a beginning middle and conclusion and to make sure each story has some impact they slow things down to tell it.