Why am I fighting random mercenary groups?
The best part of the midsection of many great trilogies (and four-parters, too, I guess) is how much time is devoted to fleshing-out the universe and dealing with lesser but interesting issues. I fought 'random mercenary groups' excitedly for this.
You can flesh out the universe while also contributing to the overall storyline, too. Like I said, if the Blue Suns, Eclipse, and Blood Pack had been working for the Collectors, that would have given me more of a reason to care about them. In addition, it also would have extended the Collectors' presence in the story, which in its current state is close to negligible.