Ask yourself this:
What level do you start the game at?
It's true that every PC comes from a "far-off land," but my point was the Au Ra aren't native to Eorzea by the time of 2.x (when the story canonically starts). Considering that, the intro cutscene actually makes more sense for them than any of the currently playable races; it's conceivable any other PC is from somewhere in Eorzea, but not an Au Ra.
A couple lines of dialogue is all I'd expect.
I have to admit it would be kind of nice to have specific cuts for every race like they did in WoW, but since the city is the only variation I don't see that happening. Unless they add a new city. Which...the probably could/would eventually. Ishgard maybe once we deal with the dragonsong war? Or perhaps Doma itself in some nebulous future expansion...
What they mean, I think, is like how Wrath of the Lich King had Borean Tundra and Howling Fjord to start in at 70.