Stage 1 and 2 are usually the heroines just wandering around and beating random people up or getting attacked out of the blue. The Stage 3 boss might be stronger, but likely isn't fighting at full power(Alice was Ex once, and Keine is an Ex midboss) because of various reasons, and points the heroine towards the true destination, one way or another. Stage 4+ is all straight to the plot.
Of course, Imperishable Night and Subterranean Animism are minor exceptions, since IN teams are seriously hardcore, with an Ex or Final boss on each team, while SA is 1.5 heroes.