They may or may not have rarity associated with them. I've observed that the quests that hold significance in the game have rare Quest items associated with them. Now, there are no rarities associated with Quests, but you can judge a quest depending on its rarity. Archon Quests and Character story quests are some of the major quests in the game, so it's likely that the Quest items you will receive from them would be a higher rarity. But there are some items that don't have rarity associated with them, although some of them may look important.