You don't need to complete Ultimate War, I believe. Is it the one that requires you to kill 4 demons?
It is the one where you need to kill 11x11x4 demons with the 4 requiring a party to summon.
The quest unlocks the raid quest to summon and kill the dragon boss in GT for a drop of blood so you can use relics. Since you can get the blood from doing a quest in WI much easier it isn't important anymore.