It has to be said that it is rather a change of gear plot wise compared to the WLD. To be honest it was always going to be an issue. What could be simpler that "You are stuck in a Dungeon - off you go, find the exit!?"
I think the player confusion at the plot is also coming out as well. The plot is dripped to them as the adventure progresses. There is no way to give it to them all at once although I am in the process of restructuring the game so that the party does not explode due to law and chaos issues
What I've enjoyed while listening to these podcasts has not been so much the plot of the scenarios themselves, but the people playing them. The back and forth banter, mixed with a bit of day to day life and tossed into a roleplaying encounter makes for some great listening.
That said, I've been in several different groups over the years and have seen a number of adventures become complete disasters because they were run independent of the party playing them -- that is, there was no motivation for the characters to proceed. My experience has been that games run right out of the box with no tweaking whatsoever only works when the group as a whole is disinterested or has never played together before.
Your group's very tight knit. It's plain to hear over the podcast. It's also interesting to listen to them adapt their character concepts to the game rather than the other way around. Not many groups can do that well.