That is very true actually. It is also good that the enemies re-spawn after some time, so for instance in Chasm of the Dead, which is not a small dungeon compared to others in the game, you could just come afterwards and get some extra experience by going through that all over again.
Actually about the Lich quest, hah, i think i have already found out where i should go. I went through that tunnel in Thronheim, reaching Yorwick, got that little Bone artifact for the folks at Lindisfarne Monastery from the Wizard Lab, thrashed everybody around there, and eventually found a place called The Lich Lab. Something tells me this is the end destination for my little Lich quest . All my characters have reached their second promotion except the Scholar. It was not a big deal to get here, as i think the party is pretty strong already, at Level 30, and my last savegame is actually just in front of the Lich Lab , something to look forward to for the next days .