I have a wild idea.

What if it isn't Ivalice, the Nova Crystalis worlds, or the world of light and dark. What if instead, this is an intermediary plane of existence? Think about it:

So far we've had two dimensional travelers really: Shantotto and Lightning (correct me if I'm wrong). We also have heavy thematic elements from other games (Crystal Tower, Gold Saucer soon too) and also primals and monsters, not to mention the jobs themselves.

Could it be instead that Eorzea is in a central location to the other Final Fantasy Worlds, being influenced to a point where it manifests objects and such from these worlds? Hence why we have all these things from other games together in one place and why our two dimensional traveling ladies ended up here for a spot.