Murcia is a military airfield that has in the last few years started to accept some civilian traffic and as such is not a large and well equiped airport. Surely if your airline chooses to fly there it must be on the understanding of the benefits and drawbacks that are implicit on such a destination. If you are uncomfortable with anything but radar vectors to an ILS approach just ask your airline to schedule the flights to Alicante a mere 30 miles away.
Whatever are we going to complain about next, steep approaches into City, high terrain near Innsbruck, windshear at Funchal, a short runway in Jersey... we are pilots, going to places where things are different should be part of the job.