Except they’re no longer tied to specific challenges. These are more-or-less identical to Badass ranks in the previous Borderlands games. There’s one other reason to beeline the story, too.
Pepper on Mayhem and your drops will be even better! However, if you do that same side quest after you beat the game, the rewards will shoot up to whatever level you are at that exact moment. The rewards you get will still be at level 10. Then you do a level 10 mission while you’re at level 30. Let’s say you haven’t beaten the story, for example. Whereas they remain fixed until you beat the main campaign. Once you beat Borderlands 3, and preferably turn on Mayhem Mode, enemies and activities scale to your level. But it also doubles the quality of your loot and boosts how much XP you gain. faster reload speed, less damage from Corrosive weapons, etc.). Mayhem beefs up enemies and introduces positive, as well as negative modifiers (e.g. Even now, after the nerf, it’s far and away the best way to farm loot. That’s how good it was at giving you gear. Developer Gearbox even deployed a hotfix to make the master difficulty award less loot.