Yes the Silmarilion had quests in spades. the quest to get the 3 Simarils from Morgoth, who, you must remember was a former member of the Valar, in fact only Manwe was greater, so his power dwarfed that of Sauron, even at Sauron's peak. Sending the Istari against him would have been foolish, it would have been signing thier death warrants...