Even if the the likely outcome of the roleplayed scenes is that the characters pick up the quest and head to the dungeon/haunted castle/etc, I think that it is usually worth playing it rather than just skipping directly to the "adventure location." The roleplaying is important for establishing the context of the quest, creating emotional connection to the NPCs involved, and generally getting the players invented beyond "lets kill some monsters for XP." And yes, here some thespian skills on the GM's part certainly help a lot.