When a significant quest is completed such that it is closed from your 'Quest Panel', it automatically starts you on the next quest within the 'Quest Panel'.
I would much prefer if there was simply no active quest until you explicitely initiate the next quest. There are two reasons why:
1. It is currently very confusing when you are on a big saga multi-goal quest, completing various parts of it, and then (when you fully complete it without realizing it) you are sent on a task that takes you to some unexpected location. Some will say "How can you not know you are done the quest?" Well it happens to me often. I defeat some big boss, get a bunch of loot, and then the quest arrow & message is telling me to go to the next place. So I go! Ya I know one of those scrolling messages says "Quest Complete", but it gets lost in all the other scrolling stuff that I rarely read anyway.
2. What are the chances that you want to do the quest that happens to be the next one in your Quest Panel?. Highly unlikely, so you must go in and select your next quest anyway.