Minimising the wrong thing
Round-to-nearest minimises the difference between each weight and its quantized version. That is the obvious objective and it is not the one you care about.
What you care about is that the layer produces the same output. Written down, the goal is to choose the quantized weight matrix that minimises the squared difference between the original layer output and the quantized layer output, over the inputs the layer will actually see.
Those are different problems, and the gap between them is where the whole field lives. A weight can be perturbed a great deal with little effect on the output, if the inputs it multiplies are usually near zero. Another can be perturbed slightly and matter enormously, if it multiplies a large, consistently present activation.
Round-to-nearest cannot see that distinction, because it never looks at the input. To see it you need examples of the input, which is what a calibration set is, and an algorithm that uses them. GPTQ and AWQ are two different answers to that.

