I think finishing worlds early is not always such a good idea. I finished every world without doing Prospector Zeke quests and side quests too. When i tried to reach Celestia i was like a few levels below. It took me like a month to go to Celestia and level up.
I don't do that many side quests, but I do actually complete them at somepoint or another. Really, it's just that I have 30 quests in my book right now, so it seems useless to accept more until I complete those.