funny thing here is the fact some people think FFXIV is the world of ivalice.
http://na.finalfantasyxiv.com/pr/world/#!/story/content
It's Hydaelyn, it's been said since the start of the game V.1, FFXIV started with it's own realm. Every cameo and stuff are just Yoshida team using Fanservice to take the easy way.
Some are introduced in the game the smart way, like the crytsal tower or magitek armor taking a real part in the lore, other are just here to be here with no real reason like Lightning was. ("He wanted me to be here" ...why?!)