The problem with many adaptive control techniques is that is very difficult to prove the closed loop stability and performance margins, because such systems are highly nonlinear and we do not have yet the mathematics to provide simple guarantees (for example, I would not get into an aircraft where the control systems have not been rigorously, mathematically, designed)

The integral problem of LQR and MPC is indeed not the first topic discussed on textbooks, but there has been a solution for that for year, called "disturbance model". You you can have an "adaptive MPC" following some design procedures. Check out this reference:

https://folk.ntnu.no/skoge/prost/proceedings/ifac2014/media/...