It's not like they can just "slap in" a character from a different dimension or anything. Oh wait.
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Lightning and Shantotto have their cannon reasons. Lightning by some Nomura's ability to awkwardly stitch together nonsensical plot points pulled from the nether (The FF13 gods can interdimentionaly displace their chosen). Shantotto because her endless search for knowledge gifted her interdimentional travel.
The DQ Golems just share an uncanny resemblance.
And I'm not against that, but you have to keep in mind the limitations of the physics and nature of the planet. Demon Jecht is a result of a complicated nonsense surrounding a giant magical suit of monster armor and how it relates to the very nature of Spira's spirit lifeforece sending bluh bluh system. Also, if other countries have the technology for airships and the like, it seems odd that we've never met them. We've seen the Far East pop in now and again, but they still seem to fit within the confines of what technology and culture was already established.
Just wait for the headless Tidus FATE when X-3 comes out.
Then go play FFX.