The problem is, whoever wrote this forgot to provide a compelling reason for the characters to risk their lives every day. At first, they do it to survive, but later on the party keeps grinding mobs just because that's what you normally do in an MMO.
No one cares about returning to the previous world, or protecting their current one from some great danger. (In fact, we never learn much about the world of Grimgar at all.) It's like the characters have no motivations and just go with the flow. That wouldn't be so bad if this was a comedy, but because Grimgar tries to be serious, it's difficult for me to care about the characters' plight.
I still enjoyed the show; it has good fight scenes and downright gorgeous background art. If it wasn't for the incongruity between its serious tone and blatantly MMO-like mindset, I'd have rated it higher.
