Phantom

Wow I don't mean a per-determined story like with the Legends and stuff, I just mean some sort of interaction with the other groups of characters.

It just seems stupid that they're walking around the world with all this stuff going on without even being remotely interested in anything but grinding and leveling until they're dead.

At any rate, Ultimate Adventurers are meant to be a reborn Cygnus with enhanced power to carry out the Cygnus mission.

The sort of interaction that quests provide?

Adventurers already have the option to participate in almost anything going on in the Maple World.
It's just up to them to choose whether or not they help.

I do suppose the UAs could get a few quests since they were designed to better fight the Black Mage.

Also, I assumed since Afrien and Freud had a single, conjoined spirit (due to the pact), that whatever happened to one would happen to the other. Thus if Freud died, it would've made sense that Afrien died as well.

Nope. The link 'just' strengthens the other partner.
In fact, I'd think that Afrien could have established a new pact were he willing to do so.