The only cutscene I remember in FFXI that made me feel like a hero involved ToAU and the little princess lady. Might've been the last few cutscenes, don't remember, but I recall something evil about to hurt the little lady and then I heard some attack sounds and it showed my character run in front of her and protect her.
That's like the only time I went like "wow if I wasn't there she was dead!" in any FFXI cutscene