I think I just figured it out. As it was stated before, training in multiple disciplines(classes) is common. That's why all you have to do to use that discipline is grab that weapon.
Jobs are different, they're tied to our job crystals. As explained in their description, Job Crystals carry the experience of the warriors who have used that crystal before. If anyone has watched Avatar: the last airbender, it's similar to how the avatar has access to the power of previous avatars. As a result, the reason we can be multiple jobs is because the power is within that crystal. Our training in that job is actually us attuning to that crystal. It's like setting your homepoint on an aetheryte. Want to be a BLM? Attune to the BLM Soul Crystal. Want to be a Warrior? Attune to the Warrior Soul Crystal.
With that in mind, I believe it's perfectly possible and canon that the main character has every soul crystal and just attunes to it when he/she needs to use that Job.

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). We don't have the time nor the interest to actually become White Mages, and we use the experiences unlocked through become more and more attached to our Soul Crystals (progressing through the Job Quests). We have better things to do, like save the world and romp around in deep, dark dungeons. Instead, we use the Soul Crystals to cheat, using the experience of actual White Mages and actual Paladins to help us accomplish our goal and bypass all of the pomp and circumstance.

