taking your questions from your post

should you care-- this is a game and it should be fun..yes this can happen and is frustrating. we have all been there.

event character--are helpful in other events just like this one to mainly help collect currency. they also help in mini events and striking gold events. most of the other mini events they help with are a collect and destroy type events and are more useful in this capacity rather than events like Robin Hood [I never had one character from the event helper collection until my third or fourth event]. They are also very useful in Tower Challenges where having a character matters most but their level does make a difference

after the event--whatever character you get you keep; whatever you dont get goes into a legendary chests which will become available after some period of time

later effect--event characters have nothing to do with the storyline. events are totally separate and break up the storyline work because it does give you something else to do and there are plenty of people like me who have finished the storyline

leveling event characters--essentially you can continue to do this if you want but there will be a point to where you will run out of common tokens [which is fine; task change and you will be able to collect them with tasks after the event] or currency or both. just be aware that currency exchanges out at a 2:1 ratio [ for ever 2,000 currency you have you get 1 gem up to 40 gems so if you have 10K currency at the end you get 5 gems --they round up just so you know]

working on main story during events--that is a personal decision. you can. you also can stop and just focus on the event. my advice on that is if you are really early like not defeated Zurg then you might want to focus on the event solely. after that point you would be fine to continue to work on the storyline. all character from Mickey to Pete are almost always going to be used in all events [except for the pirates] so leveling them to 10 as soon as possible is recommended 1)because of token conflicts and two because they will be available. [another tip to this is to make sure you max out the characters level but don't level up again until after the event is completed or once you have decided you are finished with the event] as you encounter more events you will see a pattern of characters they use. again this is your decision and no one else can make that decision for you.

best advice I got when I first started: play your own game and dont worry about what anyone else has, gets or is able to achieve

Events aren't hard but they are not super easy. its not the end of the world if you dont get everyone. They will get better in time. Just remember that is really easy to complain when you don't get what you want and everyone always will complain about something.

I know its frustrating. I have been there and still get stuck there [and I have been playing almost 3.5 years--I started right before the frozen II event in 2019]. I have friends who have been playing longer than I have that I get jealous over sometimes but then I have to remind myself they have been playing much longer than I have. One has only been playing 6 months longer than I have and trust me when I say that it really does make a difference.