Secret World adventures have thus far only entailed playing through the main story line, according to the latest dev blog you are missing out! The post plumbs the depths of TSW's character development and progression system (the endgame, if you will), detailing what lies in store for players after they turn that last page in the story.
With such a variety of situations and so many different builds to tackle them with, mastering TSW is a very lengthy process. Part of that process entails honing skills and collecting gear by moving to successively harder dungeons. Beyond just acquiring gear, players must also augment their arsenal with crafted kickbacks, stimulants, and pure anima potions. Then there is obtaining glyphs and knowing which one to use when for the best effect. And don't forget about getting ahold of powerful signets that can be added to weapons and talismans.
Of course, with the game's flexibility, there's no one "right way" to do things, so there are plenty of ways to experiment. Want some hints to use on this path to mastery? Check out all the details in the full post.