dude saying pally is like a cute way to say paladin.. here let me make some samples

Paladin PLD= pally
Dark Knight DRK = Darky
Thaumaturge THM = Thaummy
i can go ooon and ooon...
also try saying on your VoIP " Hey guys im going to this fight as a PLD"..sounds off...

with that said i allways use full class jobs name on VoIP or type PLD,SMN.. on the chat but to get annoyed by ppl saying it another way dosent bug me at all