Hi, I thought I would provide my personal thoughts on this suggestion! I definitely see it being helpful to be provided with the coordinates for quests as I agree that it can be tedious to find the right location sometimes.
A concern that I would have is that there are many players who are being confused by coordinates, and some of them have a really hard time following them. So, giving them coordinates might not be as much help for them compared to those who are comfortable following coordinates, sadly. I believe that being a bit more specific in the quest description, like the examples Dani provided, might be more helpful to everyone.
With inspiration from Mateo's reply, I came to think of something that might be helping players more, which would be to work around the issue in a similar way to how London is working. Currently, if you go to London, you can see that it alters between Diagonal Lane, Shade Alley, Carket Market, et cetera in the scoreboard. I believe that if the other bigger towns would implement this system too, that could be helpful because then the quest could specify more specifically which district the building is in, and possibly what it looks like. Since not everyone has the scoreboard enabled, it might also be a nice idea to send a chat message every time you enter a district. This way, there is an indication that you are being closer to the building that you are looking for and you can search in that area. With this idea, the scoreboard would be occupied so that the town name cannot fit unless they change the scoreboard to include district and town. A possible fix for that could be that the town name is displayed on your screen as a title when you enter the town (not a district, that would probably be annoying after a bit), similarly to how it is when you first discover a town. Of course, the districts would also need to be made small enough, otherwise, the issue would still be about the same!
Overall, I definitely agree that it could be made a bit easier to find specific buildings for quests! However, I believe that making districts that limit the search area, as well as referring to these districts in the quests could be more efficient than giving out coordinates that might confuse players more. For the smaller towns where there might not be fitting with districts, I also believe that Dani's suggestion about specifying the location more clearly would be useful. For example, as Dani said, "look for [location] along the docks." Personally, I also believe it would be more enjoyable to search a smaller area than looking at a lot of numbers throughout the quest. However, feel free to come with feedback on this idea too!