Umm BLU isn't the best DPS job anymore by a long shot, it's just able to function in extremely low buff / unsupported situations. Also BLU can't do nearly all the stuff people claim it can simultaneously, there is a huge learning curve associated with the different configurations and modes of play associated. The biggest bonus is that the job can effective remove useless job traits and replace them with useful job traits.

Try for a moment to imagine a Thief being able to remove "Resist Gravity" or "Evasion Bonus" and replace them with "Attack Bonus", "Accuracy Bonus" or "Magic Attack Bonus". Ninja's have "Resist Bind" and "Subtle Blow", both of which are useless in a full on DPS race. Many jobs have JT's and JA's that are extremely situation and rarely will all be used together but the job is incapable of doing anything about it. BLU on the other hand can essentially rewrite it's JT list with a relative small delay (though large enough to not be practical mid battle). This means a BLU only needs to have JT's that it will actually and thus it's capable of playing at 100% of it's potential vs other jobs being limited to 70~80%. To do this requires the player be intimately familiar with each fights mechanics and know how to work that build with their own gear and content. That is why those super BLU's are able to do that crazy stuff, not because of their gil (though that helps) but because they spent a lot of time learning game mechanics.